<SEC-DOCUMENT>0000891092-14-008212.txt : 20141103
<SEC-HEADER>0000891092-14-008212.hdr.sgml : 20141103
<ACCEPTANCE-DATETIME>20141103120131
ACCESSION NUMBER:		0000891092-14-008212
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		14
CONFORMED PERIOD OF REPORT:	20140831
FILED AS OF DATE:		20141103
DATE AS OF CHANGE:		20141103
EFFECTIVENESS DATE:		20141103

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.
		CENTRAL INDEX KEY:			0001259708
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		N-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21413
		FILM NUMBER:		141188475

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		800-441-7762

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC
		DATE OF NAME CHANGE:	20061020

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	FLOATING RATE INCOME STRATEGIES FUND INC
		DATE OF NAME CHANGE:	20030813
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSR
<SEQUENCE>1
<FILENAME>e61143ncsr.htm
<DESCRIPTION>ANNAUL REPORT
<TEXT>
<HTML>
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<TITLE></TITLE>
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<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 78pt; text-indent: -78pt"><FONT STYLE="vertical-align: baseline"><B>&nbsp;</B></FONT></P>

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

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

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

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><B>FORM N-CSR</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><B>&nbsp;</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><B>CERTIFIED SHAREHOLDER REPORT
OF REGISTERED MANAGEMENT<BR>
 INVESTMENT COMPANIES</B></P>

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Investment Company Act file number
811-21413</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Floating
Rate Income Strategies Fund, Inc. (FRA)</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Fund Address: 100 Bellevue Parkway,
Wilmington, DE 19809</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name and address of agent for service:
John M. Perlowski, Chief Executive Officer, BlackRock Floating Rate Income Strategies Fund, Inc., 55 East 52<SUP>nd</SUP> Street,
New York, NY 10055</P>

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2014</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 08/31/2014</P>

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

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


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<P ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="RIGHT">AUGUST 31, 2014</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; width: 60%; background-color: Gray; font-family: Arial, Helvetica, Sans-Serif; padding-left: 20pt"><FONT STYLE="font: 14pt
Arial, Helvetica, Sans-Serif"><FONT STYLE="color: White">ANNUAL REPORT </FONT></FONT></TD>
<TD STYLE="text-align: left; width: 3%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><IMG SRC="blackrock_ko.jpg" alt=""></TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 18px; text-align: left; font-weight: bold">BlackRock Defined Opportunity Credit
Trust (BHL)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 18px; text-align: left; font-weight: bold">BlackRock Floating Rate Income
Strategies Fund, Inc. (FRA)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 18px; text-align: left; font-weight: bold">BlackRock Limited Duration Income Trust
(BLW)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B></B></FONT></DIV></P>
<DIV STYLE="BORDER: SOLID WINDOWTEXT 1PX; PADDING: 4px; WIDTH: 50%">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="50%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="CENTER" WIDTH="50%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B><B>Not FDIC Insured&nbsp;&#149;&nbsp;May Lose Value&nbsp;&#149;&nbsp;No Bank Guarantee</B></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
</TR></TABLE>
</DIV>
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100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid; color: gray"><FONT COLOR="gray">Table of
Contents</FONT></P>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom; background-color: rgb(240,240,240)">
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt">&nbsp;</TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt">&nbsp;</TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt">&nbsp;</TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Page</B></FONT></TD>
     <TD STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Shareholder Letter</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Annual Report:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Fund Summaries </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">The Benefits and Risks of Leveraging </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Derivative Financial Instruments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial Statements<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Schedules of Investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Assets and Liabilities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">50</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Changes in Net Assets </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Cash Flows </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial Highlights </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">56</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Notes to Financial Statements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Report of Independent Registered Public Accounting Firm </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Important Tax Information </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Disclosure of Investment Advisory Agreements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">76</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Automatic Dividend Reinvestment Plans </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Officers and Directors </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">81</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Additional Information</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">84</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">2</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><A NAME="a_001"></A><FONT color=gray>Shareholder Letter</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<DIV STYLE="margin-right: 2%; width: 65%; float: left; font-family: Arial, Helvetica, Sans-Serif">
<P STYLE="text-align: justify; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: justify; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Dear
                                         Shareholder,</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">The
                                         latter part of 2013 was a strong period for most risk assets such as equities and high
                                         yield bonds, despite the mixed tone of economic and financial news and uncertainty as
                                         to when and by how much the U.S. Federal Reserve would begin to gradually reduce (or
                                         &#147;taper&#148;) its asset purchase programs. Stock markets rallied in September when
                                         the Fed defied investors&#146; expectations with its decision to delay tapering. The
                                         momentum was disrupted temporarily, however, when the U.S. debt ceiling debate led to
                                         a partial government shutdown, roiling financial markets globally until a compromise
                                         was struck in mid-October. The remainder of 2013 was generally positive for developed
                                         market stocks, while fixed income and emerging market investments struggled as Fed tapering
                                         became increasingly imminent. When the central bank ultimately announced its tapering
                                         plans in mid-December, equity investors reacted positively, as this action signaled the
                                         Fed&#146;s perception of real improvement in the economy.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Most
                                         asset classes moved higher in 2014 despite the pull back in Fed stimulus. The year got
                                         off to a rocky start, however, as a number of developing economies showed signs of stress
                                         while facing the onset of diminishing global liquidity. These risks, combined with disappointing
                                         U.S. economic data, caused equities to decline in January while bond markets found renewed
                                         strength from investors seeking relatively safer assets. Although these headwinds persisted,
                                         equities were back on the rise in February as investors were relieved by a one-year extension
                                         of the U.S. debt ceiling and market-friendly comments from the Fed&#146;s new Chairwoman,
                                         Janet Yellen. While it was clear that U.S. economic data had softened, investors were
                                         assuaged by increasing evidence that the trend was temporary and weather-related, and
                                         continued to take on risk with the expectation that growth would pick up later in the
                                         year.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">In
                                         the months that followed, interest rates trended lower and bond prices climbed higher
                                         in the modest growth environment. Financial markets exhibited a remarkably low level
                                         of volatility despite rising geopolitical risks and mixed global economic news. Tensions
                                         in Russia and Ukraine and signs of decelerating growth in China caused some turbulence,
                                         but markets were resilient as investors focused on signs of improvement in the U.S. recovery,
                                         stronger corporate earnings and increased merger-and-acquisition activity. Importantly,
                                         investors were comforted by reassurance from the Fed that no changes to short-term interest
                                         rates were on the horizon.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">In
                                         the ongoing low-rate environment, investors looked to equities as a source of yield,
                                         pushing major indices to record levels. As stock prices continued to move higher, investors
                                         soon became wary of stretched valuations and a new theme emerged. Stocks that had experienced
                                         significant price appreciation in 2013, particularly growth and momentum names, broadly
                                         declined as investors fled to stocks with cheaper valuations. This rotation resulted
                                         in the strongest performers of 2013 struggling most in 2014, and vice versa. Especially
                                         hard hit were U.S. small cap and European stocks, where earnings growth had not kept
                                         pace with recent market gains. In contrast, emerging market stocks benefited from the
                                         trend after having suffered heavy selling pressure earlier in the year.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">However,
                                         asset prices tend to be more vulnerable to bad news when investors believe valuations
                                         are high. Consequently, markets came under pressure in July as geopolitical turmoil intensified
                                         in Gaza, Iraq and Ukraine and financial troubles boiled over in Argentina and Portugal.
                                         Investors regained confidence in August and, although volatility ticked up, markets rebounded
                                         as low rates and an improving U.S. economy trumped full valuations and lingering geopolitical
                                         risks. Concurrently, a slowdown in Europe&#146;s recovery fueled hopes for further monetary
                                         accommodation from the European Central Bank, driving global equities higher. Additionally,
                                         lower yields on European sovereign bonds made U.S. Treasuries more appealing by comparison,
                                         contributing to the persistence of low rates in the United States.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Despite
                                         a host of challenges, most asset classes generated solid returns for the six- and 12-month
                                         periods ended August 31, 2014, with equities generally outperforming fixed income. Emerging
                                         market equities delivered impressive gains. Developed markets also performed well, although
                                         the expensive U.S. small cap stocks lagged in 2014. Most fixed income assets produced
                                         positive results even as the Fed reduced its open-market purchases. Tax-exempt municipal
                                         bonds benefited from a favorable supply-and-demand environment. Short-term interest rates
                                         remained near zero, keeping yields on money market securities close to historic lows.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">At
                                         BlackRock, we believe investors need to think globally, extend their scope across a broad
                                         array of asset classes and be prepared to move freely as market conditions change over
                                         time. We encourage you to talk with your financial advisor and visit <B>blackrock.com
                                         </B>for further insight about investing in today&#146;s world.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Sincerely,</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;
                                         <IMG SRC="robkapito_sig.jpg"> <BR></FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt"><B>Rob
                                         Kapito</B><BR> President, BlackRock Advisors, LLC</FONT></DIV></P>

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<BR>&nbsp;</FONT></DIV>
 </DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><I>Asset
     prices pushed higher over the period despite modest global growth, geopolitical risks and a shift toward tighter U.S. monetary
     policy.</I></FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt"><B>Rob
                                         Kapito</B></FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">President,
                                         BlackRock Advisors, LLC</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-indent: 0px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt"><HR SIZE="4" NOSHADE COLOR="#000000"><B>Total
                                         Returns as of August 31, 2014</B></FONT></DIV></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="background-color: Black; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 100%; text-align: center; font-family: Arial, Helvetica, Sans-Serif"></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White">&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White">&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White"><B>6-month</B></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White"><B>12-month</B></FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">U.S.
                                         large cap equities (S&amp;P 500<SUP>&#174;</SUP> Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">25.25</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">U.S.
                                         small cap equities (Russell 2000<SUP>&#174;</SUP> Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(0.06</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">17.68</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">International
                                         equities (MSCI Europe, Australasia, Far East Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1.24</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">16.44</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Emerging
                                         market equities (MSCI Emerging Markets Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14.52</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">19.98</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">3-month
                                         Treasury bills (BofA Merrill Lynch 3-Month U.S. Treasury<BR> Bill Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.02</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.05</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">U.S.
                                         Treasury securities (BofA Merrill Lynch<BR> 10-Year U.S. Treasury Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4.35</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7.07</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">U.S.
                                         investment grade bonds (Barclays U.S. Aggregate Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2.74</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5.66</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Tax-exempt
                                         municipal bonds (S&amp;P Municipal Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4.21</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-left: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10.55</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">U.S.
                                         high yield bonds (Barclays U.S. Corporate High Yield 2% Issuer Capped Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2.89</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-left: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">10.57</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-indent: 0px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">Past
                                         performance is no guarantee of future results. Index performance is shown for illustrative
                                         purposes only. You cannot invest directly in an index.<BR> <HR SIZE="2" NOSHADE COLOR="#000000"></FONT></DIV></DIV></P>
</DIV><BR STYLE="clear:both">
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<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
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<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><A NAME="a_002"></A><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of August 31, 2014</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock Defined Opportunity Credit Trust&#146;s (BHL) (the
&#147;Fund&#148;)</B> primary investment objective is to provide high current income, with a secondary objective of long-term capital appreciation. The
Fund seeks to achieve its investment objectives by investing substantially all of its assets in loan and debt instruments and loan-related and
debt-related instruments (collectively &#147;credit securities&#148;). The Fund invests, under normal market conditions, at least 80% of its assets in
any combination of the following credit securities: (i) senior secured floating rate and fixed rate loans; (ii) second lien or other subordinated or
unsecured floating rate and fixed rate loans or debt; (iii) credit securities that are rated below investment grade quality; and (iv) investment grade
corporate bonds. The Fund may invest directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 12px; text-align: left; font-family: Arial, Helvetica, Sans-Serif">No assurance can be given
that the Fund&#146;s investment objectives will be achieved.</FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>


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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>How did the Fund perform?</B></FONT></DIV></P>
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<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">For the 12-month period ended August 31, 2014, the Fund returned
     6.75% based on market price and 5.98% based on NAV. For the same period, the closed-end Lipper Loan Participation Funds category
     posted an average return of 1.03% based on market price and 6.55% based on NAV. All returns reflect reinvestment of dividends.
     The Fund&#146;s discount to NAV, which narrowed during the period, accounts for the difference between performance based
     on price and performance based on NAV. The following discussion relates to performance based on NAV.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">Selection among individual credits had a positive impact on performance.
     The Fund was broadly diversified across more than 300 issuers, many of which contributed positively to returns. Notably,
     the largest contributors were Caesars Entertainment Resort Properties LLC (gaming), First Data Corp. (software), La Quinta
     Intermediate Holdings (lodging) and HD Supply, Inc. (industrial distribution). The Fund&#146;s preference for B-rated loans
     over BB-rated loans proved beneficial as the BB-rated segment underperformed during the period.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">The Fund&#146;s limited exposure to CCC and lower-rated as well
     as less liquid loan credits represented a missed opportunity for additional gains, as these segments performed well during
     the period.</FONT></TD>
</TR>
</TABLE>


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</DIV><DIV style="width: 48%; float: right;">

<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">During the period, the Fund maintained its overall focus on the
     higher quality segments of the loan market in terms of loan structure, liquidity and overall credit quality. With the average
     loan trading recently at or just above par (i.e., with limited or no upside), the Fund has concentrated its investments in
     strong companies with stable cash flows and high quality collateral, with the ability to meet interest obligations and ultimately
     return principal. The Fund has been actively participating in the new-issue market, where the more appealing investment opportunities
     have been emerging. As we expect modest growth and improving economic conditions, in the latter half of the period the Fund
     modestly increased exposure to CCC-rated loans and reduced exposure to fixed-coupon high yield bonds as valuations in that
     market moved closer to fair value.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
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     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">At period end, the Fund held 95% of its total portfolio in floating
     rate loan interests (bank loans), with the remainder in corporate bonds and other interests. The Fund maintained a concentration
     in higher coupon B-rated loans of select issuers while limiting exposure to low coupon BB-rated loans. Additionally, the
     Fund favored CCC-rated loans, while maintaining generally low exposure to lower quality, less liquid loans.</FONT></TD>
</TR>
</TABLE>


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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The views expressed reflect the opinions of
BlackRock as of the date of this report and are subject to change based on changes in market, economic or other conditions. These views are not
intended to be a forecast of future events and are no guarantee of future results.</FONT></TD>
</TR>
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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">4</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid; font-family: Arial, Helvetica, Sans-Serif"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR></TABLE></DIV>
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<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust<BR></FONT></B></TD></TR></TABLE></DIV>
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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Symbol on New York Stock Exchange (&#147;NYSE&#148;)</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BHL</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Initial Offering Date</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">January 31, 2008</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Distribution Rate on Closing Market Price as of August 31, 2014 ($13.84)<SUP>1</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">5.25%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$0.0605</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Annualized Distribution per Common Share<SUP>2</SUP> </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$0.7260</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Economic Leverage as of August 31, 2014<SUP>3</SUP></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">30%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Current distribution rate on closing market price is
calculated by dividing the current annualized distribution per share by the closing market price. The current distribution rate may consist of income,
net realized gains and/or a tax return of capital. Past performance does not guarantee future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The monthly distribution per common share, declared
on October 1, 2014, was decreased to $0.0583 per share. The current distribution rate on closing market price, current monthly distribution per common
share and current annualized distribution per common share do not reflect the new distribution rate. The new distribution rate is not constant and is
subject to change in the future.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Represents bank borrowings outstanding as a
percentage of total managed assets, which is the total assets of the Fund (including any assets attributable to borrowings) minus the sum of
liabilities (other than borrowings representing financial leverage). For a discussion of leveraging techniques utilized by the Fund, please see The
Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value Per Share Summary</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 100%; text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Market Price </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.77</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.51</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.20</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.48</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Net Asset Value</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.41</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.44</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.21</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.56</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.32</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>
<P STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><IMG SRC="e60349bhl.jpg" ALT=""><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><BR>
<DIV STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif">
&nbsp;</DIV>
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>


<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Overview of the Fund&#146;s Long-Term Investments</FONT></B></P>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">


<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio
     Composition<SUP>&nbsp;</SUP></B></FONT><BR><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">95</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">94</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Common Stocks</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>

<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>


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</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Credit Quality
Allocation<SUP>4</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13<SUP>5</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BBB/Baa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BB/Ba</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">40</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">B</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">CCC/Caa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">N/R</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
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<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"> For financial reporting purposes, credit quality
ratings shown above reflect the highest rating assigned by either Standard &amp; Poor&#146;s (&#147;S&amp;P&#148;) or Moody&#146;s Investors Service
(&#147;Moody&#146;s&#148;) if ratings differ. These rating agencies are independent, nationally recognized statistical rating organizations and are
widely used. Investment grade ratings are credit ratings of BBB/Baa or higher. Below investment grade ratings are credit ratings of BB/Ba or lower.
Investments designated N/R are not rated by either rating agency. Unrated investments do not necessarily indicate low credit quality. Credit quality
ratings are subject to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>
</TABLE>

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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">5<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid; font-family: Arial, Helvetica, Sans-Serif"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR></TABLE></DIV>
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<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of August 31, 2014</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc.<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock Floating Rate Income Strategies Fund, Inc.&#146;s
(FRA) (the &#147;Fund&#148;)</B> investment objective is to provide shareholders with high current income and such preservation of capital as is
consistent with investment in a diversified, leveraged portfolio consisting primarily of floating rate debt securities and instruments. The Fund seeks
to achieve its investment objective by investing, under normal market conditions, at least 80% of its assets in floating rate debt securities,
including floating or variable rate debt securities that pay interest at rates that adjust whenever a specified interest rate changes and/or which
reset on predetermined dates (such as the last day of a month or calendar quarter). The Fund invests a substantial portion of its investments in
floating rate debt securities consisting of secured or unsecured senior floating rate loans that are rated below investment grade. The Fund may invest
directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 12px; text-align: left; font-family: Arial, Helvetica, Sans-Serif">No assurance can be given
that the Fund&#146;s investment objective will be achieved.</FONT></DIV></P>

<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>

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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">For the 12-month period ended August 31, 2014, the Fund returned
     1.33% based on market price and 6.45% based on NAV. For the same period, the closed-end Lipper Loan Participation Funds category
     posted an average return of 1.03% based on market price and 6.55% based on NAV. All returns reflect reinvestment of dividends.
     The Fund&#146;s discount to NAV, which widened during the period, accounts for the difference between performance based on
     price and performance based on NAV. The following discussion relates to performance based on NAV.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">Selection among individual credits had a positive impact on performance.
     The Fund was broadly diversified across more than 300 issuers, many of which contributed positively to returns. Notably,
     the largest contributors were Caesars Entertainment Resort Properties LLC (gaming), First Data Corp. (software), La Quinta
     Intermediate Holdings (lodging) and HD Supply, Inc. (industrial distribution). The Fund&#146;s preference for B-rated loans
     over BB-rated loans proved beneficial as the BB-rated segment underperformed during the period.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">The Fund&#146;s limited exposure to CCC and lower-rated as well
     as less liquid loan credits represented a missed opportunity for additional gains, as these segments performed well during
     the period.</FONT></TD>
</TR>
</TABLE>

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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">During the period, the Fund maintained its overall focus on the
     higher quality segments of the loan market in terms of loan structure, liquidity and overall credit quality. With the average
     loan trading recently at or just above par (i.e., with limited or no upside), the Fund has concentrated its investments in
     strong companies with stable cash flows and high quality collateral, with the ability to meet interest obligations and ultimately
     return principal. The Fund has been actively participating in the new-issue market, where the more appealing investment opportunities
     have been emerging. As we expect modest growth and improving economic conditions, in the latter half of the period the Fund
     modestly increased exposure to CCC-rated loans and reduced exposure to fixed-coupon high yield bonds as valuations in that
     market moved closer to fair value.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">At period end, the Fund held 94% of its total portfolio in floating
     rate loan interests (bank loans), with the remainder in corporate bonds and other interests. The Fund maintained a concentration
     in higher coupon B-rated loans of select issuers while limiting exposure to low coupon BB-rated loans. Additionally, the
     Fund favored CCC-rated loans, while maintaining generally low exposure to lower quality, less liquid loans.</FONT></TD>
</TR>
</TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The views expressed reflect the opinions of
BlackRock as of the date of this report and are subject to change based on changes in market, economic or other conditions. These views are not
intended to be a forecast of future events and are no guarantee of future results.</FONT></TD>
</TR>
</TABLE>


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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">6</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid; font-family: Arial, Helvetica, Sans-Serif"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR></TABLE></DIV>
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<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc.<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Symbol on NYSE</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">FRA</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Initial Offering Date</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">October 31, 2003</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Distribution Rate on Closing Market Price as of August 31, 2014 ($14.26)<SUP>1</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">5.89%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$0.07</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$0.84</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Economic Leverage as of August 31, 2014<SUP>3</SUP></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">29%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Current distribution rate on closing market price is
calculated by dividing the current annualized distribution per share by the closing market price. The current distribution rate may consist of income,
net realized gains and/or a tax return of capital. Past performance does not guarantee future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The monthly distribution per common share, declared
on October 1, 2014, was decreased to $0.0674 per share. The current distribution rate on closing market price, current monthly distribution per common
share and current annualized distribution per common share do not reflect the new distribution rate. The new distribution rate is not constant and is
subject to change in the future.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Represents bank borrowings outstanding as a
percentage of total managed assets, which is the total assets of the Fund (including any assets attributable to borrowings) minus the sum of
liabilities (other than borrowings representing financial leverage). For a discussion of leveraging techniques utilized by the Fund, please see The
Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value Per Share Summary</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 100%; text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Market Price </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.26</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.96</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(4.68</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.02</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.11</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Net Asset Value</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.38</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.36</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.13</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.54</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.26</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>
<P STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><IMG SRC="e60349fra.jpg" ALT=""><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><BR>
<DIV STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif">
&nbsp;</DIV>
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Overview of the Fund&#146;s Long-Term Investments</FONT></B></P>

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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio
     Composition<SUP>&nbsp;</SUP></B></FONT><BR><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">94</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">92</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Common Stocks</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>

<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
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<P STYLE="margin: 0">&nbsp;</P>

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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Credit Quality
Allocation<SUP>4</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13<SUP>5</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BBB/Baa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BB/Ba</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">B</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">CCC/Caa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">N/R</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
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	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif">
<SUP>4</SUP>
</TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD><TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">For financial reporting purposes, credit quality ratings shown
above reflect the highest rating assigned by either S&amp;P or Moody&#146;s if ratings differ. These rating agencies are independent, nationally
recognized statistical rating organizations and are widely used. Investment grade ratings are credit ratings of BBB/Baa or higher. Below investment
grade ratings are credit ratings of BB/Ba or lower. Investments designated N/R are not rated by either rating agency. Unrated investments do not
necessarily indicate low credit quality. Credit quality ratings are subject to change.</FONT></TD>
</TR>
</TABLE>
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<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>
</TABLE>

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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">7<BR></TD></TR></TABLE></DIV>
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<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of August 31, 2014</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>BlackRock Limited Duration Income Trust&#146;s (BLW) (the
&#147;Fund&#148;)</B> investment objective is to provide current income and capital appreciation. The Fund seeks to achieve its investment objective by
investing primarily in three distinct asset classes:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 4px; font-family: Arial, Helvetica, Sans-Serif">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">intermediate duration, investment grade corporate bonds,
mortgage-related securities, asset-backed securities and US Government and agency securities;</FONT></TD>
</TR>
</TABLE>
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<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 4px; font-family: Arial, Helvetica, Sans-Serif">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">senior, secured floating rate loans made to corporate and other
business entities; and</FONT></TD>
</TR>
</TABLE>
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<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 4px; font-family: Arial, Helvetica, Sans-Serif">&#149;</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">US dollar-denominated securities of US and non-US issuers rated
below investment grade and, to a limited extent, non-US dollar denominated securities of non-US issuers rated below investment grade.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">The Fund&#146;s portfolio normally has an average portfolio
duration of less than five years (including the effect of anticipated leverage), although it may be longer from time to time depending on market
conditions. The Fund may invest directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 12px; text-align: left; font-family: Arial, Helvetica, Sans-Serif">No assurance can be given
that the Fund&#146;s investment objective will be achieved.</FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>

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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">For the 12-month period ended August 31, 2014, the Fund returned
     6.89% based on market price and 10.77% based on NAV. For the same period, the closed-end Lipper High Yield Funds (Leveraged)
     category posted an average return of 15.47% based on market price and 14.60% based on NAV. All returns reflect reinvestment
     of dividends. The Fund&#146;s discount to NAV, which widened during the period, accounts for the difference between performance
     based on price and performance based on NAV. The following discussion relates to performance based on NAV.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
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     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">In a generally positive environment for fixed income markets,
     high yield credit and bank loans performed well. In particular, the strong macroeconomic backdrop and market fundamentals
     that gave rise to net negative supply supported further spread tightening, particularly in asset-backed securities (&#147;ABS&#148;).
     The largest contributors to the Fund&#146;s performance were its positions in high yield, bank loans and investment grade
     industrials. Exposure to non-US dollar positions also had a positive impact on performance, as did commercial mortgage-backed
     securities (&#147;CMBS&#148;), non-agency adjustable-rate mortgages and collateralized mortgage obligations (&#147;CMOs&#148;).
     In addition, the Fund&#146;s ABS and equity positions enhanced results.</FONT></TD>
</TR>
</TABLE>

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     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">Based on the view that short-term rates would remain low, the
     Fund maintained a high level of leverage to augment income generation throughout the period.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">Conversely, the principal detractor from the Fund&#146;s performance
     over the past 12 months was the Fund&#146;s derivatives exposure to manage duration.</FONT></TD>
</TR>
</TABLE>



<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">The Fund&#146;s allocations remained consistent throughout the
     12-month period, with its largest position in high yield, followed by allocations to bank loans and investment grade corporate
     credit and securitized credits, including CMBS and ABS.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 2%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&#149;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 10pt">At period end, the Fund maintained diversified exposure to non-government
     spread sectors including high yield and investment grade corporate credit, CMBS and ABS, as well as agency and non-agency
     residential mortgage-backed securities.</FONT></TD>
</TR>
</TABLE>

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<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; margin-top: 6pt; font-family: Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;
</DIV></FONT></TD>
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="width: 98%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The views expressed reflect the opinions of
BlackRock as of the date of this report and are subject to change based on changes in market, economic or other conditions. These views are not
intended to be a forecast of future events and are no guarantee of future results.</FONT></TD>
</TR>
</TABLE>



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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">8</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid; font-family: Arial, Helvetica, Sans-Serif"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR></TABLE></DIV>
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<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 6px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Symbol on NYSE</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BLW</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Initial Offering Date</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">July 30, 2003</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Distribution Rate on Closing Market Price as of August 31, 2014 ($16.81)<SUP>1</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">7.10%</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$0.0995</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">$1.1940</DIV></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Economic Leverage as of August 31, 2014<SUP>3</SUP></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">31%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Current distribution rate on closing market price is
calculated by dividing the current annualized distribution per share by the closing market price. The current distribution rate may consist of income,
net realized gains and/or a tax return of capital. Past performance does not guarantee future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The distribution rate is not constant and is subject
to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Represents reverse repurchase agreements outstanding
as a percentage of total managed assets, which is the total assets of the Fund (including any assets attributable to borrowing) minus the sum of
liabilities (other than borrowings representing financial leverage). For a discussion of leveraging techniques utilized by the Fund, please see The
Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value Per Share Summary</FONT></B></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD NOWRAP STYLE="width: 100%; text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Market Price </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.81</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.89</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.47</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.62</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.15</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Net Asset Value</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.09</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.54</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3.14</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.31</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.54</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
</TR></TABLE>

<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Market Price and Net Asset Value History For the Past Five Years</FONT></B></P>


<P STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><IMG SRC="e60349blw.jpg" ALT=""><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><BR>
<DIV STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif">
&nbsp;</DIV>
 &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Overview of the Fund&#146;s Long-Term Investments</FONT></B></P>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Portfolio
     Composition<SUP>&nbsp;</SUP></B></FONT><BR><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; width: 100%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">42</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
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     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Preferred Securities </DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 10px; text-indent: -10px; font-family: Arial, Helvetica, Sans-Serif">U.S. Government Sponsored Agency Securities</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Common Stocks</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">Foreign Agency Obligations</DIV></FONT></TD>
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9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">-</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>

<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
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     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Credit Quality
Allocation<SUP>4</SUP><BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
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     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/14</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/13<SUP>5</SUP></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">AAA/Aaa<SUP>6</SUP></DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
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     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">AA/Aa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">A</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BBB/Baa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">BB/Ba</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">B</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">31</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">CCC/Caa</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">D</DIV></FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; font-family: Arial, Helvetica, Sans-Serif">N/R </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">For financial reporting purposes, credit quality
ratings shown above reflect the highest rating assigned by either S&amp;P or Moody&#146;s if ratings differ. These rating agencies are independent,
nationally recognized statistical rating organizations and are widely used. Investment grade ratings are credit ratings of BBB/Baa or higher. Below
investment grade ratings are credit ratings of BB/Ba or lower. Investments designated N/R are not rated by either rating agency. Unrated investments do
not necessarily indicate low credit quality. Credit quality ratings are subject to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">Information has been revised to conform to current
year presentation.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 6pt">
<TR STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">
	<TD STYLE="width: 17pt; text-align: right; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
	<TD STYLE="width: 5pt; font-family: Arial, Helvetica, Sans-Serif"></TD>
	<TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">The investment advisor evaluates the credit quality
of not-rated investments based upon certain factors including, but not limited to, credit ratings for similar investments and financial analysis of
sectors, individual investments and/or issuer. Using this approach, the investment advisor has deemed U.S. Government Sponsored Agency Securities and
U.S. Treasury Obligations as AAA/Aaa.</FONT></TD>
</TR>
</TABLE>

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<TD STYLE="text-align: left; width: 33%; font-family: Arial, Helvetica, Sans-Serif">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%; font-family: Arial, Helvetica, Sans-Serif">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%; font-family: Arial, Helvetica, Sans-Serif">9<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid; font-family: Arial, Helvetica, Sans-Serif"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><TR STYLE="font-family: Arial, Helvetica, Sans-Serif"><TD STYLE="text-align: center; width: 100%; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR></TABLE></DIV>
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<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="width: 63%; font-family: Arial, Helvetica, Sans-Serif"></TD>
<TD STYLE="width: 36%; font-family: Arial, Helvetica, Sans-Serif"></TD></TR>
<TR STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid"><A NAME="a_003"></A><FONT color=gray>The Benefits and Risks of Leveraging</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust<BR></FONT></B></TD></TR></TABLE></DIV>


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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">The Funds may utilize leverage to seek to enhance the yield and
net asset value (&#147;NAV&#148;) of their common shares (&#147;Common Shares&#148;). However, these objectives cannot be achieved in all interest rate
environments.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">In general, the concept of leveraging is based on the premise that
the financing cost of leverage, which will be based on short-term interest rates, will normally be lower than the income earned by a Fund on its
longer-term portfolio investments purchased with the proceeds from leverage. To the extent that the total assets of the Fund (including the assets
obtained from leverage) are invested in higher-yielding portfolio investments, the Fund&#146;s shareholders will benefit from the incremental net
income. The interest earned on securities purchased with the proceeds from leverage is paid to shareholders in the form of dividends, and the value of
these portfolio holdings is reflected in the per share NAV.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">To illustrate these concepts, assume a Fund&#146;s capitalization
is $100 million and it utilizes leverage for an additional $30 million, creating a total value of $130 million available for investment in longer-term
income securities. If prevailing short-term interest rates are 3% and longer-term interest rates are 6%, the yield curve has a strongly positive slope.
In this case, the Fund&#146;s financing costs on the $30 million of proceeds obtained from leverage are based on the lower short-term interest rates.
At the same time, the securities purchased by the Fund with the proceeds from leverage earn income based on longer-term interest rates. In this case,
the Fund&#146;s financing cost of leverage are significantly lower than the income earned on the Fund&#146;s longer-term investments acquired from
leverage proceeds, and therefore the holders of Common Shares (&#147;Common Shareholders&#148;) are the beneficiaries of the incremental net
income.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">However, in order to benefit shareholders, the return on assets
purchased with leverage proceeds must exceed the ongoing costs associated with the leverage. If interest and other costs of leverage exceed the
Fund&#146;s return on assets purchased with leverage proceeds, income to shareholders will be lower than if the Fund had not used leverage.
Furthermore, the value of the Fund&#146;s portfolio investments generally varies inversely with the direction of long-term interest rates, although
other factors can influence</FONT></DIV></P>

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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">the value of portfolio investments. In contrast, the value of the Fund&#146;s obligations under its leverage arrangement
generally does not fluctuate in relation to interest rates. As a result, changes in interest rates can influence the Fund&#146;s NAVs positively or
negatively. Changes in the future direction of interest rates are very difficult to predict accurately, and there is no assurance that a Fund&#146;s
intended leveraging strategy will be successful.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">Leverage also will generally cause greater changes in the
Funds&#146; NAVs, market prices and dividend rates than comparable portfolios without leverage. In a declining market, leverage is likely to cause a
greater decline in the net asset value and market price of a Fund&#146;s shares than if the Fund were not leveraged. In addition, the Fund may be
required to sell portfolio securities at inopportune times or at distressed values in order to comply with regulatory requirements applicable to the
use of leverage or as required by the terms of leverage instruments, which may cause the Fund to incur losses. The use of leverage may limit the
Fund&#146;s ability to invest in certain types of securities or use certain types of hedging strategies. The Fund will incur expenses in connection
with the use of leverage, all of which are borne by shareholders and may reduce income to the shares.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">Each Fund may utilize leverage through a credit facility or
reverse repurchase agreements as described in the Notes to Financial Statements.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">Under the Investment Company Act of 1940, as amended (the
&#147;1940 Act&#148;), each Fund is permitted to issue debt up to 33<sup style="font-size: 6pt">1</sup>&#8260;<sub style="font-size: 6pt">3</sub>% of
its total managed assets. A Fund may voluntarily elect to limit its leverage to less than the maximum amount permitted under the 1940 Act. In addition,
a Fund may also be subject to certain asset coverage, leverage or portfolio composition requirements imposed by its credit facility, which may be more
stringent than those imposed by the 1940 Act.</FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">If a Fund segregates or designates on its books and records cash
or liquid assets having values not less than the value of the Fund&#146;s obligations under the reverse repurchase agreement (including accrued
interest), then such transaction will not be considered a senior security and will not be subject to the foregoing limitations and requirements under
the 1940 Act.</FONT></DIV></P>

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<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"></FONT></DIV></P>
<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><DIV STYLE="text-indent: 0px; text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="3"><DIV STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid; color: Gray"><A NAME="a_004"></A>Derivative Financial Instruments </FONT></DIV></DIV></P>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">The Funds may invest in various derivative financial instruments,
including financial futures contracts, forward foreign currency exchange contracts, options and swaps, as specified in Note 4 of the Notes to Financial
Statements, which may constitute forms of economic leverage. Such derivative financial instruments are used to obtain exposure to a market without
owning or taking physical custody of securities or to hedge market, equity, credit, interest rate and/or foreign currency exchange rate risks.
Derivative financial instruments involve risks, including the imperfect correlation between the value of a derivative financial instrument and the
underlying asset, possible default of the counterparty to the transaction or illiquidity of the derivative financial instrument. The Funds&#146;
ability to use a</FONT></DIV></P>

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</DIV><DIV style="width: 48%; float: right;">

<P STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif">derivative financial instrument successfully depends on the investment advisor&#146;s ability to predict pertinent market movements
accurately, which cannot be assured. The use of derivative financial instruments may result in losses greater than if they had not been used, may
require a Fund to sell or purchase portfolio investments at inopportune times or for distressed values, may limit the amount of appreciation a Fund can
realize on an investment, may result in lower dividends paid to shareholders and/or may cause a Fund to hold an investment that it might otherwise
sell. The Funds&#146; investments in these instruments are discussed in detail in the Notes to Financial Statements.</FONT></DIV></P>

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<TR>
<TD STYLE="text-align: left; width: 33%">10</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_005"></A><FONT color=gray>Schedule of Investments</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;August 31, 2014</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Common Stocks
(a)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR><B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cengage Thomson Learning</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,922</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;282,533</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Software &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">24,355</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">467,616</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Common Stocks &#151; 0.6%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750,149</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="4" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Asset-Backed Securities (b)(c)</B></DIV></FONT></TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM Loan Funding, Series 2013-7RA, Class C, 3.68%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">477,941</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM XIV Ltd., Series 2014-14A:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class B, 3.18%, 7/28/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">553,845</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class C, 3.68%, 7/28/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">713</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">676,305</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atlas Senior Loan Fund Ltd., 3.94%, 10/15/26 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">237,200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">238,982</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies CLO Ltd., Series 2012-4A, Class D, 4.73%, 1/20/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250,833</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.23%, 4/20/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">213,336</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">North End CLO Ltd., Series 2013-1A, Class D, 3.73%, 7/17/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">236,452</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XVII Ltd., Series 2013-1A, Class D, 3.43%, 10/25/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">233,424</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XX Ltd., Series 2014-1A, Class C, 3.04%, 8/12/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,275</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Symphony CLO Ltd., Series 2012-10A, Class D, 5.48%, 7/23/23</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350,483</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Asset-Backed Securities &#151; 2.8%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,714,076</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Airlines &#151; 0.7%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2013-2, Class C, 6.00%, 1/15/17 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 12/17/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">46</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">51,702</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Pass-Through Trust, Series 2012-2, Class C, 5.45%, 6/03/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">590</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">600,325</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">910,777</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Auto Components &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Icahn Enterprises LP/Icahn Enterprises Finance Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 3/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">164</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">165,025</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 3/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">105</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">107,887</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">272,912</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Chemicals &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">INEOS Finance PLC, 8.38%, 2/15/19 (c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">110</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">119,350</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 2.98%, 12/01/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">68</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67,660</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255,594</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc., 5.75%, 7/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">80</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">84,200</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">407,454</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Corporate
Bonds</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Communications Equipment &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., 7.00%, 4/01/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">101</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;100,495</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc., 8.13%, 1/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">409,925</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510,420</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc., 2.91%, 7/18/16 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">280,363</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Issuer, Inc., 7.13%, 4/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">124,650</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">405,013</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Telecommunication Services &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc. (c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.82%, 1/15/18 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;229,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 1/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">127</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">133,985</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">363,125</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">642</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">514,166</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV><B>Independent Power and Renewable Electricity Producers &#151; 0.1%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Calpine Corp., 6.00%, 1/15/22 (c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">80</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">86,200</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Media &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">96</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">98,640</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable Group SA, 6.00%, 5/15/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206,000</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304,640</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">145</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">152,975</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Florida East Coast Holdings Corp., 6.75%, 5/01/19 (c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">196</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206,780</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 0.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">T-Mobile USA, Inc., 6.13%, 1/15/22</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">50</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">51,813</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="11" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Corporate Bonds &#151; 3.3%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,305,625</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Floating Rate Loan Interests (b)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Aerospace &amp; Defense &#151; 1.7%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">506,274</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TASC, Inc., 2nd Lien Term Loan, 12.00%, 5/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">269,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.75%, 2/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">222</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220,120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 3.75%, 6/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">198,584</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan, 4.00%, 4/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,087</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,082,295</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,276,773</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Air Freight &amp; Logistics &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Group PLC, Synthetic LC, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">166</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160,225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Intercompany BV, Dutch Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">175</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170,543</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics Canada ULC, Canadian Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">30</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,404</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics U.S. Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">241</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">235,233</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">595,405</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</div><br style="clear:both"><br style="clear:both">


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: Black 1pt solid; padding-top: 1pt; border-bottom-color: Black; border-bottom-style: solid; border-bottom-width: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">Portfolio Abbreviations</FONT></B></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 3%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 25%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 26%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 3%">&nbsp;</TD>
<TD STYLE="width: 25%">&nbsp;</TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>ABS<BR> ADS<BR> CAD<BR> CLO<BR> DIP</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Asset-Backed Security<BR> American Depositary Shares<BR> Canadian Dollar<BR> Collateralized Loan Obligation<BR>
Debtor-In-Possession</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>EUR<BR> GBP<BR> LIBOR<BR> OIS<BR> OTC<BR> </B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Euro<BR> British Pound<BR> London Interbank Offered Rate<BR> Overnight Indexed Swap<BR> Over-the-Counter</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><B>PIK<BR> REMIC<BR> SGD<BR> USD<BR> </B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Payment-In-Kind<BR> Real Estate Mortgage Investment Conduit<BR> Singapore Dollar<BR> U.S. Dollar</DIV></FONT></TD>
</TABLE>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">11<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 1 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 2 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Airlines &#151; 0.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines, Inc., 2018 Term Loan B1, 3.25%, 10/18/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">324</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;320,573</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.18%, 3/10/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">178</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">173,753</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.56%, 9/10/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">233,803</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan B1, 3.50%, 5/23/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254,826</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">982,955</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Auto Components &#151; 4.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">294,212</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Armored Autogroup, Inc., Term Loan B, 6.00%, 11/04/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">57</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">57,434</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">625</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">624,485</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.50%, 1/29/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">238</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,990</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dayco Products LLC, Term Loan B, 5.25%, 12/12/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">358</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">358,200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FPC Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">328</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;324,741</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gates Global, Inc., Term Loan B, 4.25%, 7/05/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,010</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,994,202</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,150</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,153,232</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., 1st Lien Term Loan, 5.75%, 10/09/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">481</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">478,508</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UCI International, Inc., Term Loan B, 5.50%, 7/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">338</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">337,433</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,851,437</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Automobiles &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chrysler Group LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Term Loan B, 3.25%, 12/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">187,582</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 5/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199,201</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">386,783</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Banks &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Redtop Acquisitions Ltd.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 12/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">259</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,268</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 6/03/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,043</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">329,311</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Building Products &#151; 3.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Building Products LLC, 1st Lien Term Loan, 4.00%, 8/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">373</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">370,594</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 4.75%, 9/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">974</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">973,623</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GYP Holdings III Corp., 1st Lien Term Loan, 4.75%, 4/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">319</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">315,210</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interline Brands, Inc., 2021 Term Loan, 4.00%, 3/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">394</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">389,336</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nortek, Inc., Term Loan, 3.75%, 10/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">480</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">477,998</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ply Gem Industries, Inc., Term Loan, 4.00%, 2/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">224</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220,299</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quikrete Holdings, Inc., 1st Lien Term Loan, 4.00%, 9/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">402</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">399,688</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B2, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">109</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">107,991</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">788</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">777,496</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,032,235</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinion Group, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/12/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">212</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">210,417</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.75%, 4/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">301</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297,706</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., 2017 Term Loan, 3.50%, 8/22/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">195</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">194,263</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">702,386</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Chemicals &#151; 5.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allnex (Luxembourg) &amp; Cy SCA, Term Loan B1, 4.50%, 10/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;253,873</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allnex USA, Inc., Term Loan B2, 4.50%, 10/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">132</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,722</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Axalta Coating Systems US Holdings, Inc., Term Loan, 3.75%, 2/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">473</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">469,535</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">27</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">26,758</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., Term Loan B, 3.50%, 8/27/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">324</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">323,809</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chromaflo Technologies Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 12/02/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">259</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257,730</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 5/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">110</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">109,450</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">476</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">475,788</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3 Year Term Loan, 2.20%, 5/04/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">88</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">87,737</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6 Year Term Loan, 3.75%, 5/04/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">194</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">192,691</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MacDermid, Inc., 1st Lien Term Loan, 4.00%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">461</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459,337</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Minerals Technology, Inc., Term Loan B, 4.00%, 5/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">499,375</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Momentive Performance Materials, Inc., DIP Term Loan B, 4.00%, 4/15/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;99,875</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">581</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">578,082</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OXEA Finance LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">315</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;315,526</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.25%, 1/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">581</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">578,435</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">156</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">155,887</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solenis International LP:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">355</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">352,561</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 7/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">386,490</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">134</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,979</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.00%, 3/19/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">406</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">404,954</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univar, Inc., Term Loan B, 5.00%, 6/30/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">222</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">222,330</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,513,924</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies &#151; 5.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan, 3.75%, 10/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">736</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">724,912</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Line of Credit 2, 3.65%, 7/26/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,753</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Line of Credit 3, 3.65%, 7/26/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,301</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 3.25%, 9/07/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">664</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">656,611</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg 2012 SA, Term Loan, 3.50%, 7/16/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">279</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278,443</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">868</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">866,878</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalent Pharma Solutions, Inc., Term Loan, 6.50%, 12/29/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67,454</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Connolly Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 5/14/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">677,956</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 5/14/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,219</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KAR Auction Services, Inc., Term Loan B2, 3.50%, 3/11/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">309</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">306,782</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Koosharem LLC, Exit Term Loan, 7.50%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550,687</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Livingston International, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 4/16/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">307</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">305,175</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.00%, 4/20/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">198,362</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">924</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">915,709</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Ecology, Inc., Term Loan, 3.75%, 6/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">West Corp., Term Loan B10, 3.25%, 6/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">598</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">591,691</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>



<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,714,933</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->


</TR>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">12</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 2 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 3 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Communications Equipment &#151; 2.7%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amaya Holdings BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 8/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;188,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 8/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,340,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Applied Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 1/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">184</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">183,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 1/23/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">85,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., Extended Term Loan B3, 4.66%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">333,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan B3, 2.66% - 2.73%, 1/21/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">157,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc., Term Loan B, 4.00%, 7/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,229,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,518,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BakerCorp International, Inc., Term Loan, 4.25%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Centaur Acquisition LLC, 2nd Lien Term Loan, 8.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">283,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">577,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Construction Materials &#151; 1.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Filtration Group Corp., 1st Lien Term Loan, 4.50%, 11/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;219,009</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD
Supply, Inc., Term Loan B, 4.00%, 6/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,604</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,595,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">McJunkin Red Man Corp., Term Loan, 5.00%, 11/08/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">148,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,963,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Containers &amp; Packaging &#151; 1.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardagh Holdings USA, Inc., Incremental Term Loan, 4.00%, 12/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">208,254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berry Plastics Holding Corp., Term Loan E, 3.75%, 1/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">620,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BWAY Holding Co., Inc., Term Loan B, 5.50%, 8/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">346,439</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CD&amp;R Millennium Holdco 6 Sarl, 1st Lien Term Loan, 4.50%, 7/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">25</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">24,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexam PLC, 1st Lien Term Loan, 4.25%, 5/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">169,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tekni-Plex, Inc., Term Loan B, 4.75%, 8/25/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">110,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,479,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Distributors &#151; 1.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,129,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Tire Distributors Holdings, Inc., Term Loan B, 5.75%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">329</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">329,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crossmark Holdings, Inc., 1st Lien Term Loan, 4.50%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Term Loan, 3.41%, 4/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">276</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">274,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,962,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 2.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allied Security Holdings LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 2/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">649,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 8/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">91</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">89,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bright Horizons Family Solutions, Inc., Term Loan B, 3.75% - 5.00%, 1/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">630,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fitness International LLC, Term Loan B, 5.50%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">248,958</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Securities Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ROC Finance LLC, Term Loan, 5.00%, 6/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">248</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">240,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">ServiceMaster Co., 2014 Term Loan B, 4.25%, 7/01/21</DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">604,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weight Watchers International, Inc., Term Loan B2, 4.00%, 4/02/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">492,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,290,736</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 1.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AssuredPartners Capital, Inc., 1st Lien Term Loan, 4.50%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;333,466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">743,366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Term Loan B3, 3.25%, 11/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">86,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SAM Finance Luxembourg Sarl, Term Loan, 4.25%, 12/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">591,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,754,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Telecommunication Services &#151; 4.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">689</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">689,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,979</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.75%, 2/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/22/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2019 Term Loan, 4.00%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218,946</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2020 Term Loan B, 4.00%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,149,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Syniverse Holdings, Inc., Term Loan B, 4.00%, 4/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">446</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;441,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">727,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,467,319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electric Utilities &#151; 1.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy&#151;Marcellus LLC, 1st Lien Term Loan, 5.25%, 8/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">399,879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy&#151;Utica LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Delayed Draw Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">53,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 5.50%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">247,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental 2nd Lien Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">53,237</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sandy Creek Energy Associates LP, Term Loan B, 5.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">294,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,373,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electrical Equipment &#151; 1.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southwire Co., Term Loan, 3.25%, 2/10/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">262,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Texas Competitive Electric Holdings Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">DIP Term Loan, 3.75%, 5/05/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">584,740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.65%, 10/10/17 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,505</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,163,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,011,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">CDW LLC, Term Loan, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">644,353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Energy Equipment &amp; Services &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">256,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp., Refinancing Term Loan, 3.75%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">356,802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">613,721</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Food &amp; Staples Retailing &#151; 1.7%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Boots Holdings Ltd., Term Loan B1, 3.48%, 7/09/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,113,533</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Albertson&#146;s, Inc., Term Loan, 4.75%, 6/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">333,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp., 2nd Lien Term Loan, 5.75%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">237,545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Refinancing Term Loan B, 4.50%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">506,112</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,190,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">13<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 4 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Food Products &#151; 3.6%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AdvancePierre Foods, Inc., Term Loan, 5.75%, 7/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;199,753</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CTI Foods Holding Co. LLC, 1st Lien Term Loan, 4.50%, 6/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods, Inc., 1st Lien Term Loan, 4.25% - 5.50%, 2/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">388,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Foods, Inc., Term Loan, 4.25%, 8/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">677,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dole Food Co., Inc., Term Loan B, 4.50% - 5.75%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">595,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GFA Brands, Inc., Term Loan B, 4.50%, 7/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">109,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">H.J. Heinz Co., Term Loan B1, 3.25%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">74,023</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hearthside Group Holdings LLC, Term Loan, 4.50%, 6/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">470,296</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">374,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan H, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">122,489</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan G, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">597,539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reddy Ice Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.75% - 7.75%, 5/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">537,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.75%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">237,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,641,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Health Care Equipment &amp; Supplies &#151; 6.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arysta LifeScience Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 5/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">931</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;928,468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 11/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">383,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">Biomet, Inc., Term Loan B2, 3.66% - 3.73%, 7/25/17</DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">707</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">704,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">461,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC, 2017 Term Loan, 4.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">973,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fresenius SE &amp; Co. KGaA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B, 2.46%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">156,658</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.23%, 8/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">614,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hologic, Inc., Term Loan B, 3.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">755,518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Iasis Healthcare LLC, Term Loan B2, 4.50%, 5/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">95,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">801,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc., Term Loan E1, 4.00%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">118,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leonardo Acquisition Corp., Term Loan, 4.25%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">504,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Millennium Laboratories, Inc., Term Loan B, 5.25%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">575,541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Vision, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">626,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 3/07/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">118,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Onex Carestream Finance LP, 2nd Lien Term Loan, 9.50%, 12/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135,982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.75%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">919,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,873,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services &#151; 7.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amedisys, Inc., 2nd Lien Term Loan, 8.50%, 6/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings, Inc., 1st Lien Term Loan, 4.50%, 9/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">646,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amsurg Corp., 1st Lien Term Loan B, 3.75%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">299,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">242,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHG Buyer Corp., Term Loan, 4.25%, 11/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc., Term Loan D, 4.25%, 1/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,959,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">537,865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>


</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita HealthCare Partners, Inc., Term Loan B, 3.50%, 6/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,207,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Envision Acquisition Co. LLC, 1st Lien Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">239,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Envision Healthcare Corp., Term Loan, 4.00%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">424</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">423,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">272,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc., Extended Term Loan B4, 2.98%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">232,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ikaria, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.75%, 2/14/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., Incremental Term Loan B3, 7.75% - 8.50%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">216,405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MPH Acquisition Holdings LLC, Term Loan, 4.00%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">520,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Mentor Holdings, Inc., Term Loan B, 4.75%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">189,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 7/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgical Care Affiliates, Inc., Class C, Incremental Term Loan, 4.00%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">419,172</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,678,399</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Health Care Technology &#151; 0.9%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMS Health, Inc., Term Loan, 3.50%, 3/17/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;747,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">434,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,182,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 12.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bally Technologies, Inc., Term Loan B, 4.25%, 11/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">320,894</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Belmond Interfin Ltd., Term Loan B, 4.00%, 3/21/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">479</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">475,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Boyd Gaming Corp., Term Loan B, 4.00%, 8/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">699</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">699,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B6, 6.95%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">368,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B7, 9.75%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">329,683</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">987,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCM Merger, Inc., Term Loan B, 4.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">384,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.50%, 7/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">189,478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Resorts Corporation, Term Loan, 5.50%, 5/09/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">552,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ESH Hospitality, Inc., Term Loan, 5.00%, 6/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilton Worldwide Finance LLC, Term Loan B2, 3.50%, 10/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,870,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intrawest ULC, Term Loan, 5.50%, 11/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">369,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Quinta Intermediate Holdings LLC, Term Loan B, 4.00%, 4/14/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,477</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,472,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Las Vegas Sands LLC, Term Loan B, 3.25%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">597</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">595,257</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 3.50%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">780,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">408,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Playa Resorts Holding BV, Term Loan B, 4.00%, 8/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">407</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">404,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RHP Hotel Properties LP, Term Loan B, 3.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">294,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">113,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">313,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos LLC, Term Loan B, 4.25%, 3/02/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,148</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,142,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">14</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 4 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 5 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 6.00%, 9/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;768,190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan 1, 9.50%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Refinancing Term Loan, 6.25%, 6/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">213,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin River Management Group, Inc., Term Loan B, 5.25%, 7/10/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265,220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wendy&#146;s International, Inc., Term Loan B, 3.25%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">367,264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">15,633,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Household Products &#151; 1.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bass Pro Group LLC, Term Loan, 3.75%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">631,383</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prestige Brands, Inc., Term Loan, 3.75%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300,568</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A, 3.00%, 9/07/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">204</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">203,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.50%, 9/04/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">338,678</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,474,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power and Renewable Electricity Producers &#151; 0.4%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.00%, 4/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">211</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">210,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Frontera Generation LLC, Term Loan, 4.50%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">309,366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">519,776</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Industrial Conglomerates &#151; 0.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,016,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Insurance &#151; 2.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliant Holdings I, Inc., Term Loan B, 4.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">411,394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/03/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">159,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 5.00%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">456,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.00%, 9/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 3.75%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">513,429</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cooper Gay Swett &amp; Crawford Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 4/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">386,694</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan C, 8.25%, 10/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">180,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sedgwick, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.75%, 3/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 2/28/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,082,976</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Internet Software &amp; Services &#151; 1.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dealertrack Technologies, Inc., Term Loan B, 3.50%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">415,572</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Go
Daddy Operating Co. LLC, Term Loan B, 4.75%, 5/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">573,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., 2014 Term Loan, 4.75%, 5/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">W3
Co.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.75%, 3/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">401,839</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.25%, 9/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">151,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,993,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>IT Services &#151; 3.9%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Extended Term Loan, 3.66%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,812,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Term Loan, 3.66%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">292,327</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genpact International, Inc., Term Loan B, 3.50%, 8/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">428,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 7.50%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">229,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Availability Services Capital, Inc., Term Loan B, 6.00%, 3/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>IT Services (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.91%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;349,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.00%, 3/08/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">126,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantiv LLC, 2014 Term Loan B, 3.75%, 5/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,043,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Leisure Products &#151; 0.4%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bauer Performance Sports Ltd., Term Loan B, 4.00%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">364</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">361,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">204</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">204,797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">566,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Machinery &#151; 3.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.50%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,727</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Refinancing Term Loan, 4.25%, 12/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Faenza Acquisition GmbH:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.25%, 8/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">269,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 4.25%, 8/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">81</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">81,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gardner Denver, Inc., Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">885</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">883,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">165,958</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Generac Power Systems, Inc., Term Loan B, 3.25%, 5/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">322,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">389,322</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mirror Bidco Corp., Term Loan, 4.25%, 12/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">557,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Navistar International Corp., Term Loan B, 5.75%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">207,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;563,079</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">654,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">STS Operating, Inc., Term Loan, 4.75%, 2/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">154,678</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 4.50%, 5/08/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">262</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">262,288</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,000,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Media &#151; 14.9%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Acosta, Inc., Term Loan B, 4.25%, 3/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">44,886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Activision Blizzard, Inc., Term Loan B, 3.25%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">589</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">588,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CBS Outdoor Americas Capital LLC, Term Loan B, 3.00%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">168,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">0.00%, 7/03/15 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">591</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 7.00%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,379,847</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 3.00%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">452,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan G, 4.25%, 7/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">940,264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.81%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">290,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 6.91%, 1/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,539,858</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media Holdings, Inc., 2013 Term Loan, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">548,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">42,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gray Television, Inc., 2014 Term Loan B, 3.75%, 6/10/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">283,504</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hemisphere Media Holdings LLC, Term Loan B, 5.00%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">456</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">455,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hubbard Radio LLC, Term Loan B, 4.50%, 4/29/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">365,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMG Worldwide Holdings LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 5/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B2, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">983</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">977,444</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">15<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 5 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 6 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Media (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Liberty Cablevision of Puerto Rico LLC, 1st Lien Term Loan, 4.50%, 1/07/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;349,783</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150,626</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.50%, 8/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">113,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MCC Iowa LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan I, 2.63%, 6/30/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">248,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan J, 3.75%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">124,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Media General, Inc., Delayed Draw Term Loan B, 4.25%, 7/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom Communications Corp., Term Loan F, 2.63%, 3/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">249,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom Illinois LLC, Term Loan G, 3.75%, 6/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">306,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom LLC, Term Loan E, 3.13%, 10/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">477,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP/NCP Holdco, Inc., Incremental Term Loan, 4.25%, 1/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable U.S. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510,268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">441,451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">382,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SBA Senior Finance II LLC, Term Loan B1, 3.25%, 3/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">702,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., Term Loan B, 3.00%, 4/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">364,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tribune Co., 2013 Term Loan, 4.00%, 12/27/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">842,658</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Term Loan C4, 4.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan AG, 3.85%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;369,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 6/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">769,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.25%, 6/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,076,983</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510,668</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ziggo BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1A, 3.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">416,644</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2A, 1.25% - 3.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 0.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">202,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">19,344,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Metals &amp; Mining &#151; 1.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ameriforge Group, Inc., 2nd Lien Term Loan, 8.75%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">101,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">API Heat Transfer, Inc., Term Loan, 5.25%, 5/03/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">365,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG Resources Property Ltd., Term Loan B, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">540,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., Term Loan, 3.75%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">784</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">781,326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">607,892</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,396,544</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Multiline Retail &#151; 2.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; text-indent: -6px">99&cent; Only Stores, Term Loan, 4.50%, 1/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 9/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">535,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">201,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hudson&#146;s Bay Co., 1st Lien Term Loan, 4.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">433,054</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group, Inc., 2020 Term Loan, 4.25%, 10/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,595,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 3.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arch Coal, Inc., Term Loan B, 6.25%, 5/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;416,149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Drillships Ocean Ventures Inc., Term Loan B, 5.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">676,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., Term Loan B3, 3.50%, 5/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">435,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fieldwood Energy LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.88%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">311,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.38%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">137,926</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199,224</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offshore Group Investment Ltd., Term Loan B, 5.75%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">44,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Patriot LLC, Term Loan B1, 6.75%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">331,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">367,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Power Buyer LLC, 2nd Lien Term Loan, 8.25%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">102,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Seventy Seven Operating LLC, Term Loan B, 3.75%, 6/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">249,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Energy Partners LP, 1st Lien Term Loan, 5.25%, 8/04/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">271,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215,806</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Western Refining, Inc., Term Loan B, 4.25%, 11/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">332,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WTG Holdings III Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">134</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">133,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">30</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,256,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Personal Products &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Prestige Brands, Inc., Term Loan B2, 4.50%, 4/28/21</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;100,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Pharmaceuticals &#151; 6.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Akorn, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amneal Pharmaceuticals LLC, Term Loan, 4.75% - 6.00%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">277,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalent Pharma Solutions, Inc., Term Loan B, 4.50%, 5/20/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">815,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">210,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">359</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">356,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.16%, 2/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,237,374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JLL/Delta Dutch Newco BV, Term Loan, 4.25%, 3/11/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">362,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mallinckrodt International Finance SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.50%, 7/17/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">328,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">526,164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical Cos, Inc., Term Loan B2, 4.00%, 9/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">848</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">840,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development LLC, Term Loan B, 4.00%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">986</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">985,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quintiles Transnational Corp., Term Loan B3, 3.75%, 6/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">577</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">571,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc., Term Loan B:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C2, 3.75%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">523,026</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series D2, 3.75%, 2/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">568</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">565,743</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series E, 3.75%, 8/05/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325,079</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,497,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">16</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 6 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 7 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Professional Services &#151; 2.9%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advantage Sales &amp; Marketing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;450,108</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 0.50%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">15</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">15,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.16%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">651</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650,332</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 9/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">514,152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">715,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intertrust Group Holding BV, 2nd Lien Term Loan, 8.00%, 4/16/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">274,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SIRVA Worldwide, Inc., Term Loan, 7.50%, 3/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">433,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,803,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Real Estate Management &amp; Development &#151; 1.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CityCenter Holdings LLC, Term Loan B, 4.25%, 10/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit, 4.40%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">40,298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.75%, 3/05/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,182,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,744,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 0.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hertz Corp., Term Loan B2, 3.00%, 3/11/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">323,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Road Infrastructure Investment LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">464</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">458,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 9/21/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">222,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,004,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 1.6%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,068,299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B4, 4.25%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">529,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 5.00%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">164,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV, Term Loan D, 3.25%, 1/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">328</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">324,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,086,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Software &#151; 4.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BMC Software Finance, Inc., Term Loan, 5.00%, 9/10/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">535,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">238,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.25%, 10/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">176,294</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.25% - 5.50%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">403,930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 3.75%, 6/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">194,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 3.75%, 6/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">976,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IQOR US, Inc., Term Loan B, 6.00%, 4/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">203</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos Worldwide, Inc., 2014 Term Loan, 4.75%, 2/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">114,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">409</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">419,459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mitchell International, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">506,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/11/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">352,408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">259,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent LLC, 2013 Term Loan, 6.00%, 12/21/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">211,921</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, 2014 Term Loan B, 4.00%, 7/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">661,976</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Websense, Inc., 2nd Lien Term Loan, 8.25%, 12/24/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">114,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,356,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>


<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Specialty Retail &#151; 4.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.50%, 8/03/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">521</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;519,599</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinox Holdings, Inc., Repriced Term Loan B, 4.25%, 1/31/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">243,759</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Nutrition Centers, Inc., Term Loan, 3.25%, 3/04/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325,498</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">77</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">61,357</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 4.75%, 7/26/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">452</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451,741</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jo-Ann Stores, Inc., Term Loan, 4.00%, 3/16/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">369</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360,034</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leslie&#146;s Poolmart, Inc., Term Loan, 4.25%, 10/16/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">551</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">547,392</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental 2014 Term Loan B2, 4.00%, 1/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">665</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">660,844</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.75%, 1/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">511,576</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan, 4.00%, 7/27/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">948</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">939,479</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">775</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">772,974</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">391,246</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us-Delaware, Inc., Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">37</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">31,232</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,816,731</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 2.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan, 5.50%, 5/27/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">499</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">497,503</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">530</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,192</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.
Crew Group, Inc., Term Loan B, 4.00%, 3/05/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">469</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459,350</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kate Spade &amp; Co., Term Loan B, 4.00%, 4/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">505</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">497,900</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nine West Holdings, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Guarantee Term Loan, 6.25%, 1/08/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">184,075</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.75%, 10/08/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215,269</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Polymer Group, Inc., 1st Lien Term Loan, 5.25%, 12/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">347</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">348,234</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,724,523</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.3%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IG Investment Holdings LLC, 1st Lien Term Loan, 5.25%, 10/31/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">443</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">443,436</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">LTS Buyer LLC, 1st Lien Term Loan, 4.00%, 4/13/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">604</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">600,379</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="13" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Floating Rate Loan Interests &#151; 134.1%</B></DIV>

 </FONT> </TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">174,711,488</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Non-Agency Mortgage Backed Securities &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Commercial Mortgage-Backed Securities &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.61%, 11/05/30 (b)(c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">311,025</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Investment Companies</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Shares</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eaton Vance Floating-Rate Income Trust</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">179</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Eaton Vance Senior Income Trust</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,347</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,325</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Investment Companies &#151; 0.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,504</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="text" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">17<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR> <B>Warrants
(f)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>
</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="RIGHT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>
<B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Software &#151; 0.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">691</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;3,214</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Long-Term Investments<BR>(Cost &#151; $183,616,880) &#151; 141.0%</B></DIV>

</FONT> </TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">183,818,081</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>
<B>Short-Term Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>
</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="RIGHT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>
<B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.03% (g)(h)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,958,501</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,958,501</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Short-Term Securities<BR>(Cost &#151; $2,958,501) &#151; 2.3%</B></DIV>

</FONT> </TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,958,501</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Investments (Cost &#151; $186,575,381) &#151; 143.3%</B></DIV>

</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">186,776,582</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="10" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Liabilities in Excess of Other Assets &#151; (43.3)%</B></DIV>

</FONT> </TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(56,425,771</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">130,350,811</FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

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<!-- Field: Split-Segment; Name: NOTES BHL -->

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; border-bottom: Black 1pt solid;
background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Notes to
Schedule of Investments</B></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(a)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(b)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(c)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold
in transactions exempt from registration to qualified institutional investors.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(d)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">237,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(e)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(f)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Warrants entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase
price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(g)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the year ended August 31, 2014, for purposes of Section
2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Affiliate</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2013</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Net<BR> Activity</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2014</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Income</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,298,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,660,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,958,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(h)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Forward foreign currency exchange contracts outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP COLSPAN="3" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Currency
Purchased</B></B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD>
    <TD NOWRAP COLSPAN="3" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Currency Sold</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Settlement<BR> Date</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="3" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">658,896</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">487,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A.</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,814</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,098,271</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,228,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">60,399</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by the investment advisor. These definitions may not
apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; Various inputs are used in determining the fair value of investments and derivative financial
instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial statement
purposes as follows:</DIV></FONT></TD>
</TABLE>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets
that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are
observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and
default rates) or other market-corroborated inputs)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments and derivative financial
instruments)</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1
measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair
value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value
hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is
significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;s policy, transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred as of the
beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based on the
pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing
in those securities. For information about the Fund&#146;s policy regarding valuation of investments and derivative financial instruments, please refer
to Note 2 of the Notes to Financial Statements.</DIV></FONT></TD>
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</TR>
</TABLE>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
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<TR>
<TD STYLE="text-align: left; width: 33%">18</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR>&nbsp;&nbsp;&nbsp;&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"></TR>
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     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following tables summarize the Fund&#146;s investments and derivative financial instruments categorized in the disclosure
hierarchy as of August 31, 2014:</DIV></FONT></TD>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
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     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">467,616</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">282,533</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750,149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,792,496</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">921,580</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,714,076</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,305,625</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,305,625</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">161,112,379</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,599,109</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">174,711,488</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">311,025</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">311,025</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Investment Companies </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,504</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Warrants </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,214</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Short-Term Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,958,501</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,958,501</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(6,142</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(85</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(6,227</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,448,621</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">168,801,130</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,520,604</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">186,770,355</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>

<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="17" STYLE="text-align: left"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</TD>
<TD>Derivative financial instruments are forward foreign currency exchange contracts, which are valued at the unrealized appreciation/depreciation on
the instrument. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement
purposes. As of August 31, 2014, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">103,115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">103,115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged as collateral for OTC derivatives</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency at value </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,309</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,309</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Bank borrowings payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(55,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(55,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;511,424</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;(55,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;(54,488,576</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">There were no transfers between Level 1 and 2 during the year ended August 31, 2014.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning
and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable
inputs were used in determining fair value:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Asset-Backed<BR>
Securities</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate<BR> Loan
Interests</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unfunded<BR> Floating
Rate<BR> Loan Interests<BR> (Liabilities)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Total</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Opening Balance, as of August 31, 2013 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,422,403</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">21,940,408</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">26,362,811</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers into Level 3<SUP>2</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,987,570</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,987,570</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers out of Level 3<SUP>3</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(2,313,207</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(5,463,652</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(7,776,859</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accrued discounts/premiums</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,033</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">64,461</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">69,494</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
realized gain </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115,902</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">205,915</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">321,817</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
change in unrealized appreciation/depreciation<SUP>4,5</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(120,391</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(101,369</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(85</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(221,845</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Purchases </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">922,435</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,650,836</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,573,271</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sales </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(2,110,595</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(13,685,060</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(15,795,655</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Closing Balance, as of August 31, 2014<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">921,580</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,599,109</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(85</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,520,604</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
change in unrealized appreciation/depreciation on investments still held at August 31, 2014<SUP>5</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(1,143</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(40,697</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(85</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(41,925</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right"><SUP>2</SUP></TD>
<TD STYLE="width: 5pt; text-align: left">&nbsp;</TD>
<TD>As of August 31, 2013, the Fund used observable inputs in determining the value of certain investments. As of August 31, 2014, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$3,987,570 transferred from Level 2 to Level 3 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>3
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">As of August 31, 2013, the Fund used significant unobservable
inputs in determining the value of certain investments. As of August 31, 2014, the Fund used observable inputs in determining the value of the same
investments. As a result, investments with a beginning of period value of $7,776,859 transferred from Level 3 to Level 2 in the disclosure
hierarchy.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>4
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Included in the related net change in unrealized
appreciation/depreciation in the Statements of Operations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>5
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Any difference between Net change in unrealized
appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments still held at August 31, 2014 is generally due to
investments no longer held or categorized as Level 3 at period end.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The Fund&#146;s investments that are categorized as Level 3 were valued utilizing third party pricing information without adjustment.
Such valuations are based on unobservable inputs. A significant change in third party information inputs could result in a significantly lower or
higher value of such Level 3 investments.</DIV></FONT></TD>
</TR></TABLE>
<!-- agabop mode="ep" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">19<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 9 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

<!-- Field: Split-Segment; Name: SOI FRA -->

<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 10 -->

<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 50%"></TD>
<TD STYLE="width: 50%"></TD></TR>
<TR vAlign=bottom>
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments</FONT><FONT
color=gray STYLE="font-size: 10pt"><BR>
August 31, 2014</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT STYLE="color: Gray; font-size: 10pt">BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE>

<BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD colspan="3" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Common Stocks
(a)</B></B></FONT></TD>
<TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>Shares</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">23,849</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;23,133</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cengage Thomson Learning</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">37,579</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,190,014</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Kcad Holdings I Ltd.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">217,833,983</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,487,806</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electrical Equipment &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Medis Technologies Ltd.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">260,833</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Paper &amp; Forest Products &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ainsworth Lumber Co. Ltd.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">393,892</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">981,741</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ainsworth Lumber Co. Ltd. (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">346,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">862,375</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,844,116</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.0%</B></DIV>

</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">SunPower Corp.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,860</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,089</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">116,627</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,239,238</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Common Stocks &#151; 1.2%</B></DIV>

</FONT> </TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,855,399</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="4" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Asset-Backed Securities (b)(c)</B></DIV></FONT></TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"></B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM Loan Funding:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-7RA, Class C, 3.68%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,075</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,027,573</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-7RA, Class D, 5.23%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">836,231</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-8A, Class B, 2.98%, 1/20/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,150</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,130,001</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM XIV Ltd., Series 2014-14A:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class B, 3.18%, 7/28/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">553,845</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class C, 3.68%, 7/28/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">713</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">676,305</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atlas Senior Loan Fund Ltd., 3.94%, 10/15/26 (d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">860</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">815,968</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,051,523</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class C, 3.73%, 7/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">611,924</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies CLO Ltd.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-4A, Class D, 4.73%, 1/20/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">700</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">702,332</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-1A, Class C, 4.23%, 2/14/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,189</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cent CLO LP, Series 2013-17A, Class C, 3.74%, 1/30/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">472,956</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CIFC Funding Ltd., Series 2014-3A, Class C1, 2.95%, 7/22/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">242,449</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.23%, 4/20/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">942,650</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.73%, 10/23/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">370</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">352,920</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">North End CLO Ltd., Series 2013-1A, Class D, 3.73%, 7/17/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">709,356</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XVII Ltd., Series 2013-1A, Class D, 3.43%, 10/25/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">933,696</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XX Ltd., Series 2014-1A, Class C, 3.04%, 8/12/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,275</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM Funding Ltd., Series 2012-2A, Class C, 4.59%, 10/30/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,371</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM VII Ltd., Series 2014-7A, Class C, 3.86%, 7/17/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">235,108</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regatta Funding LP, Series 2013-2A, Class C, 4.23%, 1/15/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">486,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Symphony CLO Ltd., Series 2012-10A, Class D, 5.48%, 7/23/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,502,070</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Voya CLO Ltd., Series 2014-3A, Class C, 3.83%, 7/25/26</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">237,600</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Asset-Backed Securities &#151; 2.5%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,512,842</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Airlines &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2013-2, Class C, 6.00%, 1/15/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,140</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,179,900</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 12/17/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">183</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206,809</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Pass-Through Trust, Series 2012-2, Class C, 5.45%, 6/03/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,605</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,650,587</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,037,296</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Icahn Enterprises LP/Icahn Enterprises Finance Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 3/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">717</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">721,481</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 3/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">472,650</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,194,131</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Blackstone CQP Holdco LP, 9.30%, 3/18/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">822</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">838,055</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">E*Trade Financial Corp., 0.00%, 8/31/19 (b)(e)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">129</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278,559</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,116,614</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 0.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc., 7.50%, 12/17/16 (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,559</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,928,902</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 2.98%, 12/01/17 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">295</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293,525</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,012</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,035,969</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc., 5.75%, 7/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">350</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">368,375</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,697,869</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Communications Equipment &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., 7.00%, 4/01/19 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">388,050</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc., 8.13%, 1/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,470</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,585,762</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,973,812</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">352,588</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.91%, 7/18/16 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,375</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,401,814</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 9/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">191,400</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 11/01/31</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">685</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">885,544</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,478,758</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,530</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,026,166</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC/Travelport Holdings, Inc., 6.36%, 3/01/16 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">676</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675,960</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (a)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">120</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,702,126</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Independent Power and Renewable Electricity Producers &#151; 0.1%</B></DIV>

</FONT> </TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Calpine Corp., 6.00%, 1/15/22 (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">349</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">376,048</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">514</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">528,135</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable Group SA, 6.00%, 5/15/22 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">842</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">867,260</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,395,395</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">635</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">669,925</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Florida East Coast Holdings Corp., 6.75%, 5/01/19 (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">884</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">932,620</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">T-Mobile USA, Inc., 6.13%, 1/15/22</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">233,156</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Corporate Bonds &#151; 4.0%</B></DIV>

</TD> <TD  STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">23,089,240</FONT></TD>
     <TD  STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
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Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">20</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 9pt; color: gray"><B>BlackRock
Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown
are based on Net Assets)</B></FONT><BR></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Aerospace &amp; Defense &#151; 1.7%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,212</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,202,046</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TASC, Inc., 2nd Lien Term Loan, 12.00%, 5/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,151,500</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.75%, 2/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">887</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">880,481</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 3.75%, 6/04/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">825</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">819,159</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan, 4.00%, 4/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,778</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,756,141</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,809,327</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Air Freight &amp; Logistics &#151; 0.5%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Group PLC, Synthetic LC, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">738</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">712,044</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Intercompany BV, Dutch Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">776</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">757,901</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics Canada ULC, Canadian Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">134</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">130,673</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics U.S. Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,071</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,045,381</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,645,999</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 0.8%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines, Inc., 2018 Term Loan B1, 3.25%, 10/18/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,429</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,414,987</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc., Term Loan:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.18%, 3/10/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">783</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">761,143</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.56%, 9/10/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,077</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,026,733</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan B1, 3.50%, 5/23/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,139</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,127,115</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,329,978</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 4.5%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,286</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,291,264</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Armored Autogroup, Inc., Term Loan B, 6.00%, 11/04/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">244</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">244,096</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,788</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,786,165</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.50%, 1/29/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,079</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040,500</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dayco Products LLC, Term Loan B, 5.25%, 12/12/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,587</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,587,025</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FPC Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,551</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,534,403</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gates Global, Inc., Term Loan B, 4.25%, 7/05/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,820</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,750,675</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,015</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,029,092</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GPX International Tire Corp., Term Loan (a)(g):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">PIK, 13.00%, 12/31/49 (h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">12.25%, 12/31/49</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,097</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., 1st Lien Term Loan, 5.75%, 10/09/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,089</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,078,369</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UCI International, Inc., Term Loan B, 5.50%, 7/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,448</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,446,139</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">25,787,728</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Automobiles &#151; 0.3%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chrysler Group LLC, Term Loan B:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018, 3.25%, 12/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">823</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">814,502</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 5/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">873</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">871,503</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,686,005</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Banks &#151; 0.3%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Redtop Acquisitions Ltd.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 12/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,159</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,157,239</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 6/03/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">308</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">314,619</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,471,858</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 3.1%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Building Products LLC, 1st Lien Term Loan, 4.00%, 8/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,625</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,613,708</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 4.75%, 9/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,282</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,281,989</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GYP Holdings III Corp., 1st Lien Term Loan, 4.75%, 4/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,411</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,393,819</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products (concluded)</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interline Brands, Inc., 2021 Term Loan, 4.00%, 3/17/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,751</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,729,833</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nortek, Inc., Term Loan, 3.75%, 10/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,090</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,081,285</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ply Gem Industries, Inc., Term Loan, 4.00%, 2/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,017</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">998,688</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quikrete Holdings, Inc., 1st Lien Term Loan, 4.00%, 9/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,763</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,751,744</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B2, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">502</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">495,777</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,403</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,357,813</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">17,704,656</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 0.6%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinion Group, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/12/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,010</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,001,309</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.75%, 4/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,366</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,352,238</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., 2017 Term Loan, 3.50%, 8/22/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">870</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">865,691</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,219,238</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 4.9%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allnex (Luxembourg) &amp; Cy SCA, Term Loan B1, 4.50%, 10/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,105</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,103,369</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allnex USA, Inc., Term Loan B2, 4.50%, 10/03/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">573</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">572,485</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Axalta Coating Systems US Holdings, Inc., Term Loan, 3.75%, 2/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,088</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,074,290</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">117</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">116,413</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., Term Loan B, 3.50%, 8/27/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,264</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,263,104</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chromaflo Technologies Corp., 1st Lien Term Loan, 4.50%, 12/02/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,144</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,139,959</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,059</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,060,106</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3 Year Term Loan, 2.20%, 5/04/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380,194</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6 Year Term Loan, 3.75%, 5/04/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">861</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">854,755</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MacDermid, Inc., 1st Lien Term Loan, 4.00%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,014</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,005,224</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Minerals Technology, Inc., Term Loan B, 4.00%, 5/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,250</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,247,187</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Momentive Performance Materials, Inc., DIP Term Loan B, 4.00%, 4/15/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">449,437</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,454</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,442,451</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OXEA Finance LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,365</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,367,280</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.25%, 1/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,531</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,521,384</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">681</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">682,006</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solenis International LP:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,545</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,534,386</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 7/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,725</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,709,475</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">584</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">576,799</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.00%, 3/19/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,756</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,752,905</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univar, Inc., Term Loan B, 5.00%, 6/30/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984,553</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">27,837,762</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 4.9%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan, 3.75%, 10/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,234</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,184,871</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Line of Credit 2, 3.65%, 7/26/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">46</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">45,783</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Line of Credit 3, 3.65%, 7/26/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">32</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">31,958</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 3.25%, 9/07/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,928</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,897,874</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg 2012 SA, Term Loan, 3.50%, 7/16/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,158</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,153,552</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">21<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 11 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 12 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial">
<TR>
<TD STYLE="width: 50%"></TD>
<TD STYLE="width: 50%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;3,804,848</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Connolly Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 5/14/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,013,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 5/14/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,505,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KAR Auction Services, Inc., Term Loan B2, 3.50%, 3/11/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,345,881</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Koosharem LLC, Exit Term Loan, 7.50%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,403,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,346</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,338,833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,017,324</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Ecology, Inc., Term Loan, 3.75%, 6/17/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">West Corp., Term Loan B10, 3.25%, 6/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,576,857</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">28,269,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Communications Equipment &#151; 3.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amaya Holdings BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 8/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">826,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 8/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,884,082</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Applied Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 1/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">801</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">798,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 1/23/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">382,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., Extended Term Loan B3, 4.66%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,467,479</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan B3, 2.66% - 2.73%, 1/21/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">693</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">695,216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat Canada, Term Loan A, 4.37%, 3/24/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CAD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,048,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc., Term Loan B, 4.00%, 7/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,437,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">17,541,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BakerCorp International, Inc., Term Loan, 4.25%, 2/14/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,392,124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction Materials &#151; 1.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Filtration Group Corp., 1st Lien Term Loan, 4.50%, 11/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">965,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD
Supply, Inc., Term Loan B, 4.00%, 6/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,189</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,149,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">McJunkin Red Man Corp., Term Loan, 5.00%, 11/08/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">660,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,775,432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Containers &amp; Packaging &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardagh Holdings USA, Inc., Incremental Term Loan, 4.00%, 12/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">917,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berry Plastics Holding Corp., Term Loan E, 3.75%, 1/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,709,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BWAY Holding Co., Inc., Term Loan B, 5.50%, 8/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,516,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CD&amp;R Millennium Holdco 6 Sarl, 1st Lien Term Loan, 4.50%, 7/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">149,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexam PLC, 1st Lien Term Loan, 4.25%, 5/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">774,031</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tekni-Plex, Inc., Term Loan B, 4.75%, 8/25/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">507</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">504,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,570,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Distributors &#151; 1.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,946,216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Tire Distributors Holdings, Inc., Term Loan B, 5.75%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,451,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crossmark Holdings, Inc., 1st Lien Term Loan, 4.50%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,003,136</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Term Loan, 3.41%, 4/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,185,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,586,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 2.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allied Security Holdings LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 2/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,859,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 8/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">413,829</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bright Horizons Family Solutions, Inc., Term Loan B, 3.75% - 5.00%, 1/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,783</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,763,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fitness International LLC, Term Loan B, 5.50%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,100,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Securities Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">296,783</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,160,151</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ROC Finance LLC, Term Loan, 5.00%, 6/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,039,079</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ServiceMaster Company, 2014 Term Loan B, 4.25%, 7/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,657,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weight Watchers International, Inc., Term Loan B2, 4.00%, 4/02/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,203,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,494,217</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 1.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AssuredPartners Capital, Inc., 1st Lien Term Loan, 4.50%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,488,153</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,252,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Term Loan B3, 3.25%, 11/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">389</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">388,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SAM Finance Luxembourg Sarl, Term Loan, 4.25%, 12/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,582</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,577,997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,707,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Telecommunication Services &#151; 4.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,032,312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,728,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.75%, 2/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,141,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/22/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,013,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2019 Term Loan, 4.00%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,079,803</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2020 Term Loan B, 4.00%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,462,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Syniverse Holdings, Inc., Term Loan B, 4.00%, 4/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,919,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">U.S. Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,055,641</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">24,433,977</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electric Utilities &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy &#151; Marcellus LLC, 1st Lien Term Loan, 5.25%, 8/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,755,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy &#151; Utica LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Delayed Draw Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 5.50%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,091,733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental 2nd Lien Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,426,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sandy Creek Energy Associates LP, Term Loan B, 5.00%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,291,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,022,951</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electrical Equipment &#151; 1.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southwire Co., Term Loan, 3.25%, 2/10/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,169,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Texas Competitive Electric Holdings Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">DIP Term Loan, 3.75%, 5/05/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,571,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.65%, 10/10/17 (a)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,111,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,852,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.5%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">CDW LLC, Term Loan, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,821,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Energy Equipment &amp; Services &#151; 0.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,822</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,818,193</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp., Refinancing Term Loan, 3.75%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,577</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,571,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,389,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">22</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food &amp; Staples Retailing &#151; 1.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Boots Holdings Ltd., Term Loan B1, 3.48%, 7/09/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;4,021,091</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Albertson&#146;s, Inc., Term Loan, 4.75%, 6/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,466,239</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp., 2nd Lien Term Loan, 5.75%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,051,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Refinancing Term Loan B, 4.50%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,209,371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,747,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food Products &#151; 3.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AdvancePierre Foods, Inc., Term Loan, 5.75%, 7/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">882,216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CTI Foods Holding Co. LLC, 1st Lien Term Loan, 4.50%, 6/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,123,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods, Inc., 1st Lien Term Loan, 4.25% - 5.50%, 2/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,711,459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Foods, Inc., Term Loan, 4.25%, 8/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,980,752</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dole Food Co., Inc., Term Loan B, 4.50% - 5.75%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,613,371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GFA Brands, Inc., Term Loan B, 4.50%, 7/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">490,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">H.J. Heinz Co., Term Loan B1, 3.25%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">310,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hearthside Group Holdings LLC, Term Loan, 4.50%, 6/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,161,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,462,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan H, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">524,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan G, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,603,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reddy Ice Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.75% - 7.75%, 5/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,464</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,352,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.75%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,051,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">20,269,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Equipment &amp; Supplies &#151; 6.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arysta LifeScience Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 5/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,069</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,059,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 11/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,688,618</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc., Term Loan B2, 3.66% - 3.73%, 7/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,093,242</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,025,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC, 2017 Term Loan, 4.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,264,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fresenius SE &amp; Co. KGaA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B, 2.46%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">691,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.23%, 8/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,686,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hologic, Inc., Term Loan B, 3.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,281,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Iasis Healthcare LLC, Term Loan B2, 4.50%, 5/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">432,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,533,201</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc., Term Loan E1, 4.00%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">523,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leonardo Acquisition Corp., Term Loan, 4.25%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,180,242</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Millennium Laboratories, Inc., Term Loan B, 5.25%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,627,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Vision, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,705,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 3/07/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">521,165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Onex Carestream Finance LP, 2nd Lien Term Loan, 9.50%, 12/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">647,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.75%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,008,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">38,970,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services &#151; 7.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amedisys, Inc., 2nd Lien Term Loan, 8.50%, 6/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,433,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings, Inc., 1st Lien Term Loan, 4.50%, 9/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,831,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amsurg Corp., 1st Lien Term Loan B, 3.75%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,303,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,063,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHG Buyer Corp., Term Loan, 4.25%, 11/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,721,778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc., Term Loan D, 4.25%, 1/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,639,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,339</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,330,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita HealthCare Partners, Inc., Term Loan B, 3.50%, 6/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,715</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,684,009</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Envision Acquisition Co. LLC, 1st Lien Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,042,348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Envision Healthcare Corp., Term Loan, 4.00%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,906,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,227,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B4, 2.98%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,126,496</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 2.91%, 3/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">819,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ikaria, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,149,253</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.75%, 2/14/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">318,544</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., Incremental Term Loan B3, 7.75% - 8.50%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,092,090</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MPH Acquisition Holdings LLC, Term Loan, 4.00%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,294,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Mentor Holdings, Inc., Term Loan B, 4.75%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">816,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 7/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">988,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgical Care Affiliates, Inc., Class C Incremental Term Loan, 4.00%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,846</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,839,426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">43,629,051</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Technology &#151; 0.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMS Health, Inc., Term Loan, 3.50%, 3/17/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,316,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,901,707</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,217,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 11.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bally Technologies, Inc., Term Loan B, 4.25%, 11/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,409</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,406,708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Belmond Interfin Ltd., Term Loan B, 4.00%, 3/21/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,088,056</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Boyd Gaming Corp., Term Loan B, 4.00%, 8/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,144,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,056</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,059,673</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B6, 6.95%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,436,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B7, 9.75%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,301,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,854,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCM Merger, Inc., Term Loan B, 4.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,695,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.50%, 7/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">822,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Resorts Corporation, Term Loan, 5.50%, 5/09/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,361,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ESH Hospitality, Inc., Term Loan, 5.00%, 6/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">443,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,438,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilton Worldwide Finance LLC, Term Loan B2, 3.50%, 10/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,220,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intrawest ULC, Term Loan, 5.50%, 11/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,619,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Quinta Intermediate Holdings LLC, Term Loan B, 4.00%, 4/14/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,817,761</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Las Vegas Sands LLC, Term Loan B, 3.25%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,480,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 3.50%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,440,273</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">23<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 13 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 14 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,785,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Playa Resorts Holding BV, Term Loan B, 4.00%, 8/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,767</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,757,817</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RHP Hotel Properties LP, Term Loan B, 3.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,284,666</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">505,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,389</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,381,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos LLC, Term Loan B, 4.25%, 3/02/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,028,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 6.00%, 9/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,358,949</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan 1, 9.50%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,057</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,076,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Refinancing Term Loan, 6.25%, 6/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,095,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin River Management Group, Inc., Term Loan B, 5.25%, 7/10/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,135,942</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wendy&#146;s International, Inc., Term Loan B, 3.25%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,630,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67,674,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Products &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bass Pro Group LLC, Term Loan, 3.75%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,742,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prestige Brands, Inc., Term Loan, 3.75%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,313,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A, 3.00%, 9/07/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900,284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.50%, 9/04/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,456,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,412,482</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV><B>Independent Power and Renewable Electricity Producers &#151; 0.4%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.00%, 4/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">915,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Frontera Generation LLC, Term Loan, 4.50%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,415,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,330,927</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Industrial Conglomerates &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,425,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Insurance &#151; 2.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliant Holdings I, Inc., Term Loan B, 4.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,781,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/03/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">695,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 5.00%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,766,953</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.00%, 9/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,165,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 3.75%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,241,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cooper Gay Swett &amp; Crawford Ltd., 1st Lien Term Loan, 5.00%, 4/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,698,691</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sedgwick, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.75%, 3/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,990,339</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 2/28/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,149,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,489,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Internet Software &amp; Services &#151; 1.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dealertrack Technologies, Inc., Term Loan B, 3.50%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,837,017</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Go
Daddy Operating Co. LLC, Term Loan B, 4.75%, 5/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,541,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., 2014 Term Loan, 4.75%, 5/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,005,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">W3
Co., 1st Lien Term Loan, 5.75%, 3/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,759,268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,142,997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>IT Services &#151; 3.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Extended Term Loan, 3.66%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12,378,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Term Loan, 3.66%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,139,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genpact International, Inc., Term Loan B, 3.50%, 8/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,848,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 7.50%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">952,136</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>IT Services (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Availability Services Capital, Inc., Term Loan B, 6.00%, 3/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,596</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,580,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.91%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,513,106</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.00%, 3/08/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">565,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantiv LLC, 2014 Term Loan B, 3.75%, 5/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,023,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,001,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Leisure Products &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bauer Performance Sports Ltd., Term Loan B, 4.00%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,608,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">882,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,491,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Machinery &#151; 3.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.50%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">576,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Refinancing Term Loan, 4.25%, 12/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,578,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Faenza Acquisition GmbH:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.25%, 8/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,174,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 4.25%, 8/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">354</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">353,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gardner Denver, Inc., Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,875,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">717,932</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Generac Power Systems, Inc., Term Loan B, 3.25%, 5/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,428,284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,946,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mirror Bidco Corp., Term Loan, 4.25%, 12/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,411,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Navistar International Corp., Term Loan B, 5.75%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">904</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">911,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,398,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,888,886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">STS Operating, Inc., Term Loan, 4.75%, 2/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">688,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 4.50%, 5/08/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,155,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,105,982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media &#151; 14.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Acosta, Inc., Term Loan B, 4.25%, 3/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">194</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">194,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Activision Blizzard, Inc., Term Loan B, 3.25%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,575,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,122,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CBS Outdoor Americas Capital LLC, Term Loan B, 3.00%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">744,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc., 1st Lien Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">0.00%, 7/03/15 (a)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">0.00%, 7/03/15 (a)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,035</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,071,326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 3.00%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,980,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan G, 4.25%, 7/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,123,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.81%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,270,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 6.91%, 1/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,768,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media Holdings, Inc., 2013 Term Loan, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,366,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">184,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gray Television, Inc., 2014 Term Loan B, 3.75%, 6/10/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,233,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hemisphere Media Holdings LLC, Term Loan B, 5.00%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,990,865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hubbard Radio LLC, Term Loan B, 4.50%, 4/29/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,462,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMG Worldwide Holdings LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,275,574</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 5/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">896,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">24</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 14 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 15 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B2, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;4,289,301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Liberty Cablevision of Puerto Rico LLC, 1st Lien Term Loan, 4.50%, 1/07/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,489,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">647,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.50%, 8/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">496</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">493,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MCC Iowa LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan I, 2.63%, 6/30/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,074,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan J, 3.75%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Media General, Inc., Delayed Draw Term Loan B, 4.25%, 7/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,715,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom Communications Corp., Term Loan F, 2.63%, 3/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,097,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom Illinois LLC, Term Loan G, 3.75%, 6/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,346,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP/NCP Holdco, Inc., Incremental Term Loan, 4.25%, 1/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,271,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable U.S. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,242,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,940,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,682,751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SBA Senior Finance II LLC, Term Loan B1, 3.25%, 3/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,018,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., Term Loan B, 3.00%, 4/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,840,931</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tribune Co., 2013 Term Loan, 4.00%, 12/27/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,692,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Term Loan C4, 4.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,266,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan AG, 3.85%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,675,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 6/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,367,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.25%, 6/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,705,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,224,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ziggo BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1A, 3.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,842,173</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2A, 3.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,166</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,142,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 0.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">899,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">82,750,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Metals &amp; Mining &#151; 1.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">API Heat Transfer, Inc., Term Loan, 5.25%, 5/03/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,619</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,616,979</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG Resources August 2006 Property Ltd., Term Loan B, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,386,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., Term Loan, 3.75%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,401</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,389,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,637,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,030,781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Multiline Retail &#151; 2.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; text-indent: -6px">99&cent; Only Stores, Term Loan, 4.50%, 1/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,964,771</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 9/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,341,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">878,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hudson&#146;s Bay Co., 1st Lien Term Loan, 4.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,882</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,895,194</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group, Inc., 2020 Term Loan, 4.25%, 10/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,261,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,341,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 3.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arch Coal, Inc., Term Loan B, 6.25%, 5/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,877</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,824,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Drillships Ocean Ventures Inc., Term Loan B, 5.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,918,497</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., Term Loan B3, 3.50%, 5/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,902,394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fieldwood Energy LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.88%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,354,877</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.38%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">602,785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">885</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">887,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offshore Group Investment Ltd., Term Loan B, 5.75%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">184,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Patriot LLC, Term Loan B1, 6.75%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,463,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,591,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Power Buyer LLC, 2nd Lien Term Loan, 8.25%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">458,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Seventy Seven Operating LLC, Term Loan B, 3.75%, 6/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,124,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Energy Partners LP, 1st Lien Term Loan, 5.25%, 8/04/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,181,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">953,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Western Refining, Inc., Term Loan B, 4.25%, 11/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,458,993</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WTG Holdings III Corp., 1st Lien Term Loan, 4.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">599,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,505,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Personal Products &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Prestige Brands, Inc., Term Loan B2, 4.50%, 4/28/21</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">452,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Pharmaceuticals &#151; 6.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Akorn, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">700,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,792,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amneal Pharmaceuticals LLC, Term Loan, 4.75% - 6.00%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,224,978</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalent Pharma Solutions, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 6.50%, 12/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 5/20/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,552,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">909,464</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,565,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.16%, 2/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,439,495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JLL/Delta Dutch Newco BV, Term Loan, 4.25%, 3/11/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,582,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mallinckrodt International Finance SA, Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 7/17/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,435,378</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">B, 3.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,308,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical Cos, Inc., Term Loan B2, 4.00%, 9/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,699,541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development LLC, Term Loan B, 4.00%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,330,786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quintiles Transnational Corp., Term Loan B3, 3.75%, 6/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,623,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C2 Term Loan B, 3.75%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,296,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series D2 Term Loan B, 3.75%, 2/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,533</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,525,026</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series E Term Loan B, 3.75%, 8/05/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,431,213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">37,709,661</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Professional Services &#151; 2.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advantage Sales &amp; Marketing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,948,874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,580,332</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">66</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">64,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.16%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,816,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 9/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,227,684</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,220,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">25<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 15 -->
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<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
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     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
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     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Professional Services (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intertrust Group Holding BV, 2nd Lien Term Loan, 8.00%, 4/16/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,171,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SIRVA Worldwide, Inc., Term Loan, 7.50%, 3/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,873,485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,634,136</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16,538,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Real Estate Management &amp; Development &#151; 1.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CityCenter Holdings LLC, Term Loan B, 4.25%, 10/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,296</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,292,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit, 4.40%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">114,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.75%, 3/05/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,185,491</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,592,683</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hertz Corp., Term Loan B2, 3.00%, 3/11/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,427,719</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Road Infrastructure Investment LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,035</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,012,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 9/21/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">962,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
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     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,403,393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,687,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B4, 4.25%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,334,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 5.00%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">711,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV, Term Loan D, 3.25%, 1/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,419</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,405,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,139,561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 4.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BMC Software Finance, Inc., Term Loan, 5.00%, 9/10/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,349,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.25%, 10/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">781,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.25% - 5.50%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,762,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 3.75%, 6/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">841,359</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 3.75%, 6/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,972,948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IQOR US, Inc., Term Loan B, 6.00%, 4/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">832,892</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos Worldwide, Inc., 2014 8Term Loan, 4.75%, 2/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,831,296</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mitchell International, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,190,518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/11/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,611,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,133,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent LLC, 2013 Term Loan, 6.00%, 12/21/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">910,068</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, 2014 Term Loan B, 4.00%, 7/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,897,917</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,665,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Specialty Retail &#151; 4.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.50%, 8/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,273</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,265,792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinox Holdings, Inc., Repriced Term Loan B, 4.25%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,048,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Nutrition Centers, Inc., Term Loan, 3.25%, 3/04/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,435,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">161</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">127,366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 4.75%, 7/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,968,999</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jo-Ann Stores, Inc., Term Loan, 4.00%, 3/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,690,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leslie&#146;s Poolmart, Inc., Term Loan, 4.25%, 10/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,377</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,360,816</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(c)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Specialty Retail (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental 2014 Term Loan B2, 4.00%, 1/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,920</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,901,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.75%, 1/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,253</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,226,495</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan, 4.00%, 7/27/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,158</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,118,111</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,370</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,359,181</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,706</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,697,022</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us-Delaware, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B2, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">785</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">659,560</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">163</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">136,615</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">25,995,622</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 2.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ABG Intermediate Holdings 2 LLC, 1st Lien Term Loan, 5.50%, 5/27/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,145</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,139,263</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,298</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,263,945</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.
Crew Group, Inc., Term Loan B, 4.00%, 3/05/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,060</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,018,208</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kate Spade &amp; Co., Term Loan B, 4.00%, 4/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,225</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,193,716</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nine West Holdings, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Guarantee Term Loan, 6.25%, 1/08/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">810</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">805,950</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.75%, 10/08/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">951,188</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Polymer Group, Inc., 1st Lien Term Loan, 5.25%, 12/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,526</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,533,825</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,906,095</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IG Investment Holdings LLC, 1st Lien Term Loan, 5.25%, 10/31/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,931</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,931,411</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">LTS Buyer LLC, 1st Lien Term Loan, 4.00%, 4/13/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,663</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,647,574</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Floating Rate Loan Interests &#151; 133.3%</B></DIV>

</FONT> </TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">762,866,549</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Non-Agency Mortgage-Backed Securities</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Mortgage-Backed Securities &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.61%, 11/05/30 (b)(c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,336</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,366,874</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Investment Companies</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>&nbsp;</B>&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Shares</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eaton Vance Floating-Rate Income Trust</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">54</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">806</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Eaton Vance Senior Income Trust</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,945</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">93,013</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Investment Companies &#151; 0.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">93,819</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Other Interests (i)</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN=7 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;<DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Beneficial<BR>Interest<BR>(000)<BR></B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Intermet Liquidating Trust, Class A</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">256</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.G. Wentworth LLC Preferred Equity (Acquired 11/18/13, cost $1,177,928) (a)(j)(k)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">17</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">231,434</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Durables &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Stanley Martin, Class B Membership Units (k)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,858,750</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="13" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Other Interests &#151; 0.4%</B></DIV>

</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,090,187</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
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Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
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<TD STYLE="text-align: left; width: 33%">26</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 17 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Preferred Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="7" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR>Shares</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Preferred Stock &#151; 0.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ally Financial, Inc., Series A, 8.50% (c)(l)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,976</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;135,695</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Trust Preferreds &#151; 0.3%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,644</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,918,919</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Preferred Securities &#151; 0.3%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,054,614</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Warrants (m)</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc., (Expires 3/31/15)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">143,928</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">138,171</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,406</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,191</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Total Warrants &#151; 0.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">149,362</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Long-Term Investments<BR>(Cost &#151; $817,221,311) &#151; 142.0%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">813,078,886</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Short-Term
Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;<BR>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.03% (n)(o)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Short-Term Securities<BR>(Cost &#151; $3,456,864) &#151; 0.6%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Options Purchased</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>(Cost &#151; $43,022) &#151; 0.0%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="10" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Investments (Cost &#151; $820,721,197) &#151; 142.6%</B></DIV>

</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">816,535,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="10" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Liabilities in Excess of Other Assets &#151; (42.6)%</B></DIV>
</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(244,072,329</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">572,463,421</FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"><!-- Field: Split-Segment; Name: NOTES 1 -->

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; border-bottom: Black 1pt solid;
background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Notes to
Consolidated Schedule of Investments</B></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(a)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(b)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold
in transactions exempt from registration to qualified institutional investors.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(c)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(d)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Deutsche Bank Securities, Inc. </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">815,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(e)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Zero-coupon bond.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(f)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(g)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(h)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the
current rate and possible payment rates.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(i)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(j)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Restricted security as to resale. As of report date, the Fund held restricted securities with a current value of $231,434 and an
original cost of $1,177,928 which was less than 0.05% of its net assets.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(k)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security is held by a wholly owned subsidiary. See Note 1 of the Notes to Financial Statements for details on the wholly owned
subsidiary.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(l)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security is perpetual in nature and has no stated maturity date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(m)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Warrants entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase
price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(n)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the year ended August 31, 2014, for purposes of Section
2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Affiliate</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2013</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Net<BR> Activity</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2014</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Income</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class  </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">907,643</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,549,221</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">677</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(o)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of report date.</DIV></FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">27<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 18 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc. (FRA)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"></TR>
<TR STYLE="vertical-align: top">
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Forward foreign currency exchange contracts outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Currency
Purchased</B></B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Currency Sold</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Settlement<BR> Date</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 2%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,851,888</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 2%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,072,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">UBS AG</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,736</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,488,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,839,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,044</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,842,887</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">GBP</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,590,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225,759</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC options purchased as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Description</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Put/<BR> Call</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="3" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Strike<BR> Price</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Expiration<BR> Date</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Contracts</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Market<BR> Value</B></B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Marsico Parent Superholdco LLC</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs &amp; Co.</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Call</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; width: 15%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; width: 15%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">942.86</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">12/14/19</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">44</DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or rating group indexes, and/or as defined by investment advisor. These definitions may not apply
for purposes of this report, which may combine such industry sub-classifications for reporting ease.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; Various inputs are used in determining the fair value of investments and derivatives financial
instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial statement
purposes as follows:</DIV></FONT></TD>
</TABLE>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets
that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are
observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and
default rates) or other market-corroborated inputs)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments)</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1
measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair
value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value
hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is
significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;s policy, transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred as of the
beginning of the reporting period. The categorization of a value determined for investments and derivatives financial instruments is based on the
pricing transparency of the investment and is not necessarily an indication of the risks associated with investing in those securities. For information
about the Fund&#146;s policy regarding valuation of investments and derivatives financial instruments, please refer to Note 2 of the Notes to Financial
Statements.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following tables summarize the Fund&#146;s investments and derivatives financial instruments categorized in the disclosure
hierarchy as of August 31, 2014:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,292,068</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,052,389</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,510,942</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,855,399</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,353,662</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,159,180</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,512,842</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,322,283</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,766,957</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">23,089,240</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">704,178,051</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">58,688,498</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">762,866,549</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Agency Mortgage-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,366,874</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,366,874</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Investment Companies </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">93,819</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">93,819</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Other Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">231,434</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,858,753</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,090,187</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Preferred Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,054,614</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,054,614</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Warrants </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,191</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">138,171</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">149,362</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Short-Term Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,456,864</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded Floating Rate Loan Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(27,119</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(374</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(27,493</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;9,128,799</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">739,257,331</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">68,122,127</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">816,508,257</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="17" STYLE="text-align: left"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"></TD></TR>

<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1</DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</TD>
<TD>Derivative financial instruments are forward foreign currency exchange contracts, which are valued at the unrealized appreciation/depreciation on
the instrument. </TD></TR></TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">28</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 18 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 19 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (concluded)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 9pt Arial, Helvetica, Sans-Serif; vertical-align: bottom"><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc. (FRA)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement
purposes. As of August 31, 2014, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">280,710</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">280,710</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency at value </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">26,789</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">26,789</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Bank borrowings payable </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(235,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(235,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;307,499</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(235,000,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(234,692,501</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif"><DIV ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">There
                                         were no transfers between Level 1 and Level 2 during the year ended August 31, 2014.</FONT></DIV></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">A
                                         reconciliation of Level 3 investments is presented when the Fund had a significant amount
                                         of Level 3 investments at the beginning and/or end of the year in relation to net assets.
                                         The following table is a reconciliation of Level 3 investments for which significant
                                         unobservable inputs were used in determining fair value:</FONT></DIV></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-bottom: Black 1pt solid; text-align: center"><B>&nbsp;</B></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Common</B><BR><B> Stocks</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Asset-Backed</B><BR>
     <B>Securities</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Corporate</B><BR><B> Bonds</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Floating</B><BR><B> Rate Loan</B><BR>
     <B>Interests</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Other</B><BR><B> Interests</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Unfunded</B><BR><B> Floating Rate</B><BR>
     <B>Loan Interests</B><BR><B> (Liabilities)</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Warrants</B></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><B>Total</B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Opening Balance, as of August 31, 2013</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">1,119,143</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">21,081,133</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">4,187,534</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">86,976,283</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">2,150,980</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">113,703</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">115,628,776</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers into Level 3<SUP>1</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">17,936,055</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">17,936,055</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers out of Level 3<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(10,743,038</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(23,415,465</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(34,158,503</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accrued discounts/premiums</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">23,566</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">86,305</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">204,952</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">314,823</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
                                         realized gain (loss)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">575,570</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(1,224,001</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">326,795</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(321,636</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
                                         change in unrealized appreciation/ depreciation<SUP>3,4</SUP></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">391,799</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(562,157</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">1,840,655</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">(485,928</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">3,538,800</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right">(374</TD>
     <TD NOWRAP STYLE="text-align: left">)&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">24,468</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">4,747,263</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Purchases</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">1,158,935</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">825,762</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">28,630,114</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">30,614,811</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sales</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(10,374,829</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(949,298</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(51,484,308</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(3,831,027</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">&#151;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">&nbsp;&#151;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(66,639,462</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Closing Balance, as of August 31, 2014</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">1,510,942</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">1,159,180</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">4,766,957</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">58,688,498</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">1,858,753</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">(374</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">138,171</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid">68,122,127</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
                                         change in unrealized appreciation/depreciation on investments still held at August 31,
                                         2014<SUP>4</SUP></DIV></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">391,798</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">(117</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">603,310</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">(134,297</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">492,693</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">(374</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">)&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">24,468</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right">&nbsp;$</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid">1,377,481</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 9pt; margin-bottom: 3pt; margin-right: 6pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</TD>
<TD>As of August 31, 2013, the Fund used observable inputs in determining the value of certain investments. As of August 31, 2014, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$17,936,055 transferred from Level 2 to Level 3 in the disclosure hierarchy.</TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</TD>
<TD>As of August 31, 2013, the Fund used significant unobservable inputs in determining the value of certain investments. As of August 31, 2014, the
Fund used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $34,158,503
transferred from Level 3 to Level 2 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>3</TD>
<TD>Included in the related net change in unrealized appreciation/depreciation in the Statements of Operations. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>4</TD>
<TD>Any difference between Net change in unrealized appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments
still held at August 31, 2014 is generally due to investments no longer held or categorized as Level 3 at period end.</TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following table summarizes the valuation techniques used and unobservable inputs utilized by the BlackRock Global Valuation
Methodologies Committee (the &#147;Global Valuation Committee&#148;) to determine the value of certain of the Fund&#146;s Level 3 investments as of
August 31, 2014. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of
$58,988,343. A significant change in such third party pricing information could result in a significantly lower or higher value of such Level 3
investments.</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="30%" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Valuation Techniques</B></FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Unobservable Inputs</B></FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Range of Unobservable<BR> Inputs
Utilized</B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Common Stocks </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,510,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Last
12 Months EBITDA Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.50x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Illiquidity Discount<SUP>7</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">17.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Offshore Last 12 Months EBITDA Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.19x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Offshore Current Fiscal Year EBITDA Mulitple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7.25x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Onshore Last 12 Months EBITDA Mulitple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.18x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Onshore Current Fiscal Year EBITDA Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4.75x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Discontinued Operations Expected Sale Proceeds<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$150<SUP>8</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,928,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Last
12 Months EBITDA Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.50x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Illiquidity Discount<SUP>7</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">17.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,697,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Yield Analysis</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield<SUP>7</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8.25%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Other Interests<SUP>5 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,858,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Tangible Book Value Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1.35x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Warrants </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">138,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Last
12 Months EBITDA Multiple<SUP>6</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.50x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Illiquidity Discount<SUP>7</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">17.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 2px'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 2px'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,133,784</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2px'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right"><SUP>5</SUP></TD>
<TD STYLE="width: 5pt; text-align: left"></TD>
<TD>For the year ended August 31, 2014, the valuation technique for an investment classified as other interests changed to a market approach. The
investment was previously valued utilizing an income approach. Market information became available for this investment which is considered to be a more
relevant measure of fair value for this investment. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>6
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Increase in unobservable input may result in a significant
increase to value, while a decrease in the unobservable input may result in a significant decrease to value.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>7
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Decrease in unobservable input may result in a significant
increase to value, while an increase in the unobservable input may result in a significant decrease to value.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>8
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Amount is stated in millions.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">29<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 19 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 20 -->

<!-- Field: Split-Segment; Name: SOI2 -->

<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;August 31, 2014</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR> <B>Common
Stocks</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Shares</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Lear Corp.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">807</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;81,612</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">LyondellBasell Industries NV, Class A</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">37</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,231</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">USI United Subcontractors</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,454</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">122,626</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cengage Thomson Learning (a)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">38,155</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,208,254</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Kcad Holdings I Ltd. (a)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">384,412,912</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,625,540</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Durables &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Berkline Benchcraft Equity LLC (a)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,155</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia (a)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">128,441</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,466,067</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="9" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Common Stocks &#151; 1.0%</B></DIV>

 </FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,508,330</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;<BR> <B>Asset-Backed Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Par<BR>(000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Asset-Backed Securities &#151; 6.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACAS CLO Ltd. (b)(c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-1A, Class D, 3.83%, 4/20/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;721,875</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2014-1A, Class C, 3.15%, 7/18/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,459,318</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Adirondack Park CLO Ltd., Series 2013-1A, Class D, 3.88%, 4/15/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,681,871</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aircraft Lease Securitisation Ltd., Series 2007-1A, Class G3, 0.42%, 5/10/32 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">594</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">581,911</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM Loan Funding, Series 2013-7RA (b)(c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class C, 3.68%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,210</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,156,617</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class D, 5.23%, 4/24/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">966,312</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM XIV Ltd., Series 2014-14A, Class C, 3.68%, 7/28/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,140</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,980,488</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AmeriCredit Automobile, Receivables 2014-3, AMCAR 2014-3 C, 2.58%, 9/08/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,752,925</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,051,523</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Battalion CLO IV Ltd., Series 2013-4A, Class C, 3.58%, 10/22/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">464,488</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class C, 3.73%, 7/15/24 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">706,066</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class C, 4.23%, 2/14/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,189</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CarMax Auto Owner Trust, Series 2012-3, Class D, 2.29%, 4/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,530</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,560,798</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cent CLO, Series 2014-21A, Class C, 3.73%, 7/27/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">947,580</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Central Park CLO Ltd., Series 2011-1A, Class D, 3.43%, 7/23/22 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">492,902</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CIFC Funding 2014-IV, Ltd., Series 2014-4A, Class C1, 3.14%, 10/17/26 (b)(c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,750,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CIFC Funding Ltd., Series 2014-3A, Class D, 3.55%, 7/22/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">420</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">392,812</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Countrywide Asset-Backed Certificates, Series 2007-7, Class 2A2, 0.32%, 10/25/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,114</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,101,451</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 1/25/30 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,549</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,456,036</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.23%, 4/20/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,090</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,081,567</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gramercy Park CLO, Ltd., Series 2012-1AR, Class CR, 4.28%, 7/17/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,965,875</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GSAA Trust, Series 2007-3, Class 1A2, 0.33%, 3/25/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,736</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500,117</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Halcyon Loan Advisors Funding Ltd., Series 2013-1A, Class C, 3.73%, 4/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">942,366</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jamestown CLO IV Ltd., Series 2014-4A, Class C, 3.73%, 7/15/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,165</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,096,658</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
&nbsp;
<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Asset-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR>(000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Asset-Backed Securities (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Madison Park Funding Ltd., Series 2012-10A, Class D, 4.48%, 1/20/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">700</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;699,978</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.73%, 10/23/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">420</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400,612</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XVI Ltd., Series 2013-1A, Class D, 3.58%, 7/17/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,885,838</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM Funding Ltd., Series 2012-2A, Class C, 4.59%, 10/30/23 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,371</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM VII Ltd., Series 2014-7A, Class C, 3.86%, 7/17/26 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">780</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">733,535</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM VIII, Ltd., Series 2014-8A, Class B, 3.28%, 10/17/26 (b)(c)(d)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,435,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regatta Funding LP, Series 2013-2A, Class C, 4.23%, 1/15/25 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">486,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">World Financial Network Credit Card Master Trust, Series 2012-C, Class B, 3.57%, 8/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,116,616</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">46,316,695</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Interest Only Asset-Backed Securities &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,331</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">531,478</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Coofs Trust, Series 2004-1, Class A, 2.00%, 4/15/29</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,622</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">592,773</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,124,251</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Asset-Backed Securities &#151; 7.1%</B></DIV>

</FONT> </TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">47,440,946</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Aerospace &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Telefonica SA, Series TIT, 6.00%, 7/24/17 (e)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,650</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Aerospace &amp; Defense &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., 5.25%, 2/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">928</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">918,720</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Huntington Ingalls Industries, Inc., 7.13%, 3/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">570</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">619,875</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">339</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">369,510</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc. (c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 7/15/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,795</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,826,413</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 7/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">835</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">855,875</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,590,393</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Airlines &#151; 3.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Air Canada Pass-Through Trust, Series 2013-1, Class C, 6.63%, 5/15/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">651</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">677,398</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2013-2 (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class A, 4.95%, 7/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,647</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,929,157</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class B, 5.60%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">708</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">734,972</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class C, 6.00%, 1/15/17 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,600</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,691,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,090</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,215,400</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines, Inc., 6.75%, 9/15/15 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,350</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,352,160</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">217</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,069</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Airlines Pass-Through Trust, Series 2014-2, Class B, 4.63%, 3/03/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,300</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,300,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Pass-Through Trust, Class C:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-1, 10.88%, 10/22/14</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">615</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">624,067</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-1, 9.13%, 10/01/15 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,754</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,850,027</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Australia Trust, Series 2013-1 (c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class A, 5.00%, 4/23/25</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">744</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">787,193</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class B, 6.00%, 4/23/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,553</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,626,295</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class C, 7.13%, 10/23/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,121</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,170,966</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">20,203,704</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinia Group, Inc., 7.75%, 5/01/21 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,095</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,127,850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autodis SA, 6.50%, 2/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">137,394</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brighthouse Group PLC, 7.88%, 5/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">174,731</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">30</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 20 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 21 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.88%, 3/15/19 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,058</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,114,595</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jaguar Land Rover Automotive PLC, 8.25%, 3/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">554</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,020,893</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pittsburgh Glass Works LLC, 8.00%, 11/15/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">207</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220,972</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rhino Bondco SpA, 7.25%, 11/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">110</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">153,640</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Schaeffler Holding Finance BV:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.75%, 5/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">405</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">533,561</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88% (6.88% Cash or 7.63% PIK), 8/15/18 (c)(f)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,085</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,143,319</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 8/15/18 (g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">375</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">519,339</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Titan International, Inc., 6.88%, 10/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">555</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">557,775</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,704,069</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Parts &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">PetroLogistics LP/PetroLogistics Finance Corp., 6.25%, 4/01/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">223</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,858</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Automobiles &#151; 0.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chrysler Group LLC/CG Co-Issuer, Inc. (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 6/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,087</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,169,232</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 6/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,165</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,301,887</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ford Motor Co., 4.25%, 11/15/16 (e)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">434</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">878,308</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Motors Co., 3.50%, 10/02/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,478</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,530,657</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,880,084</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Banks &#151; 0.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Banco Espirito Santo SA:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 1/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,841</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.00%, 1/21/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">129,255</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CIT Group, Inc. (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 5/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">890</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">940,063</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 2/15/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,370</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,477,887</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HSBC Holdings PLC, 6.25%, 3/19/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,541,171</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nordea Bank AB, 4.50%, 3/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,020</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,539,333</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,759,550</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Beverages &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellation Brands, Inc., 7.25%, 5/15/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">82</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">92,143</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown European Holdings SA, 4.00%, 7/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">260</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">353,755</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">445,898</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Building Products &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">193,325</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BMBG Bond Finance SCA, 5.20%, 10/15/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">266,364</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Builders FirstSource, Inc., 7.63%, 6/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">890</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">930,050</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Building Materials Corp. of America, 6.75%, 5/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">770</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">825,825</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cemex Finance LLC, 6.00%, 4/01/24 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,045</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,086,800</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG Merger Sub LLC, 8.00%, 10/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,030</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,081,500</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ply Gem Industries, Inc., 6.50%, 2/01/22 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">745</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">737,550</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">USG Corp., 9.75%, 1/15/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,390</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,636,725</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,758,139</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Cable Television Services &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">SBA Communications Corp., 4.88%, 7/15/22 (c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">710</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">699,350</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Ltd., 6.50%, 9/15/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,023,750</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Blackstone CQP Holdco LP, 9.30%, 3/18/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">953</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">972,188</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">E*Trade Financial Corp., 0.00%, 8/31/19 (c)(e)(h)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">249</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">537,684</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goldman Sachs Group, Inc., 3.30%, 5/03/15 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,285</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,347,037</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SteelRiver Transmission Co. LLC, 4.71%, 6/30/17 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,050</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,105,306</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,985,965</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>
&nbsp;
<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ashland, Inc., 3.88%, 4/15/18 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;691,031</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., 5.75%, 7/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">208,000</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Huntsman International LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.63%, 3/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">655</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">718,862</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 4/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">331</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">456,446</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS Group Holdings SA:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 8/15/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">680</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">702,100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 8/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">122</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">166,948</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LSB Industries, Inc., 7.75%, 8/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">301</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">328,843</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rockwood Specialties Group, Inc., 4.63%, 10/15/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,193</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,240,720</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">U.S. Coatings Acquisition, Inc./Axalta Coating Systems Dutch Holding BV:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 2/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278,557</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 5/01/21 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">398</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">433,820</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,225,327</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies &#151; 1.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">AA
Bond Co., Ltd., 9.50%, 7/31/43</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">306</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563,760</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., 8.25%, 10/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">292</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">310,980</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp., 5.75%, 3/15/20 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">712</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">745,820</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aviation Capital Group Corp., 4.63%, 1/31/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,047,678</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bilbao Luxembourg SA, 10.50% (10.50% Cash or 11.25% PIK), 12/01/18 (g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">142,202</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">617</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">641,680</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Covanta Holding Corp., 6.38%, 10/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">107,250</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mobile Mini, Inc., 7.88%, 12/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">915</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">988,200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Modular Space Corp., 10.25%, 1/31/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,253</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,299,987</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc. (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 7/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">494</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">519,935</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 4/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,518</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,703,955</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 11/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,039</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,088,353</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,159,800</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Communications Equipment &#151; 2.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADC Telecommunications, Inc., 3.50%, 7/15/15 (e)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,670</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,736,700</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alcatel-Lucent USA, Inc. (c)(f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.63%, 7/01/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">800</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">812,000</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 11/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,150</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,273,625</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., 7.00%, 4/01/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">437</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">434,815</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc. (c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 6/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218,225</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 6/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">221</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">224,868</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc. (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 1/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,800</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,941,750</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.13%, 7/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,460</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,660,750</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,302,733</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BlueLine Rental Finance Corp., 7.00%, 2/01/19 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">165</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">174,488</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novafives SAS:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.21%, 6/30/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,986</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 6/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">133,300</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Officine MaccaFerri SpA, 5.75%, 6/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,147</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,138</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,197,745</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weekley Homes LLC/Weekley Finance Corp., 6.00%, 2/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">320</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">316,800</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,154,466</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction Materials &#151; 1.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD
Supply, Inc. (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 4/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,285</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,670,650</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.00%, 4/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">770</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">891,275</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,696</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,898,200</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,460,125</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">31<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 22 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Consumer Finance &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ford Motor Credit Co. LLC (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.88%, 1/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,505,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 4/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">415,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hyundai Capital America, 3.75%, 4/06/16 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,338,041</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IVS F. SpA, 7.13%, 4/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Springleaf Finance Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 10/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">59,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 10/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">108,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,758,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Containers &amp; Packaging &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 6/30/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">376,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">415,208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beverage Packaging Holdings Luxembourg II SA, 6.00%, 6/15/17 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,583,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">153,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SGD Group SAS, 5.63%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">133,384</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,661,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Distributors &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">VWR Funding, Inc., 7.25%, 9/15/17 (f)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">922,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">APX Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 12/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">76</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">77,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 12/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">355,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Security Corp., 7.25%, 11/15/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">281,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laureate Education, Inc., 9.25%, 9/01/19 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,045,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,759,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 2.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aircastle Ltd., 6.25%, 12/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">397,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc. (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.30%, 2/12/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,533,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 11/01/31</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,146</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,065,952</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlson Travel Holdings, Inc., 7.50%, 8/15/19 (c)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">204</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">209,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">CE
Energy AS, 7.00%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">204,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Co-Operative Group Holdings, 6.88%, 7/08/20 (i)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">336,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Motors Financial Co., Inc., 2.63%, 7/10/17 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,772,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jefferies Finance LLC/JFIN Co-Issuer Corp. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 4/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">611,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 4/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">456</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">457,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leucadia National Corp., 8.13%, 9/15/15 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,993,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Issuer, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 4/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,294</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,344,143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">829,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.88%, 8/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">340,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 10/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">836,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">224,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">17,157,942</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Telecommunication Services &#151; 3.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CenturyLink, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.45%, 6/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">169,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series V, 5.63%, 4/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">794,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Communications, Inc., 8.88%, 6/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">793,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.82%, 1/15/18 (b)(c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">411</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">413,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 7/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,337,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 6/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">533,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 1/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,774,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telecom Italia SpA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 11/15/16 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">468,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 6/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 9/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">317,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 1/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">382,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 5/19/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">785,808</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>

</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Telecommunication Services (concluded)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telenet Finance V Luxembourg SCA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;386,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 8/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">583,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Verizon Communications, Inc., 3.65%, 9/14/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,865,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windstream Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">44,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 8/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">25,015,817</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electric Utilities &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ContourGlobal Power Holdings SA, 7.13%,  6/01/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">733,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Homer City Generation LP (g):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.14% (8.14% Cash or 8.64% PIK), 10/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">369,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.73% (8.73% Cash or 9.23% PIK), 10/01/26</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">634,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mirant Mid Atlantic Pass-Through Trust, Series B, 9.13%, 6/30/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">403</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">434,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,171,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electrical Equipment &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Belden, Inc., 5.50%, 4/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">191,771</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Techem Energy Metering Service GmbH &amp; Co., 7.88%, 10/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">106</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">154,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">346,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Energy Equipment &amp; Services &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calfrac Holdings LP, 7.50%, 12/01/20 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">534,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CGG SA, 7.75%, 5/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">112,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp. (c)(f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 3/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/31/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">864</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">939,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Peabody Energy Corp. (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 11/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,034,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Precision Drilling Corp., 5.25%, 11/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">522,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rain CII Carbon LLC/CII Carbon Corp., 8.25%, 1/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">561,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transocean, Inc., 6.00%, 3/15/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,798,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food &amp; Staples Retailing &#151; 0.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brakes Capital, 7.13%, 12/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,109,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Premier Foods Finance PLC, 5.56%, 3/15/20 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">186,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">R&amp;R Ice Cream PLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.25%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">421,451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 5/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">197,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 5/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">171,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp., 9.25%, 3/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,226,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,312,540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food Products &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Boparan Finance PLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.25%, 7/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">158,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.38%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">132,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">181,152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Findus Bondco SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.13%, 7/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">266,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.50%, 7/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">179,296</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Smithfield Foods, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 8/01/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">193</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">783</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">861,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univeg Holding BV, 7.88%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">175,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,161,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Gas Utilities &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Targa Resources Partners LP/Targa Resources Partners Finance Corp., 7.88%, 10/15/18 (f)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,581,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">32</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 23 -->
<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Equipment &amp; Supplies &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; text-indent: -6px">3AB Optique Developpement SAS, 5.63%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;215,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc., 6.50%, 10/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">445,693</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC/DJO Finance Corp., 8.75%, 3/15/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">438,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IDH Finance PLC, 6.00%, 12/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">195,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Teleflex, Inc., 6.88%, 6/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">713,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,008,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services &#151; 2.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Acadia Healthcare Co., Inc., 5.13%, 7/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">242,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amsurg Corp., 5.63%, 7/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,038,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aviv Healthcare Properties LP/Aviv Healthcare Capital Corp., 7.75%, 2/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,052,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc. (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 8/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,604</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,704,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Newco 3 PLC, 7.00%, 2/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">579,509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita HealthCare Partners, Inc., 5.13%, 7/15/24 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,108,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA Holdings, Inc., 7.75%, 5/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">310,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.75%, 3/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">791,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">179,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 3/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">82</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">89,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 5/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">108</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">108,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 3/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">341,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hologic, Inc., 6.25%, 8/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,359,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kindred Healthcare, Inc., 6.38%, 4/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">187,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tenet Healthcare Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">287,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 3/01/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">922,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 6/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">529,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 10/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">879,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 4/01/22 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,033,822</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Voyage Care Bondco PLC, 6.50%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">607,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,864,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Home Building &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weyerhaeuser Real Estate Co. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.38%, 6/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 6/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">346,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">846,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 4.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,207,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CDW LLC/CDW Finance Corp., 6.00%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">295,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cirsa Funding Luxembourg SA, 8.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">734,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">168,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Enterprise Inns PLC, 6.50%, 12/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">926</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,641,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gamenet SpA, 7.25%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GLP Capital LP/GLP Financing II, Inc., 4.38%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">370,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Greektown Holdings LLC/Greektown Mothership Corp., 8.88%, 3/15/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">497,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intralot Finance Luxembourg SA, 9.75%, 8/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">714,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MCE Finance Ltd., 5.00%, 2/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">936,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Six Flags Entertainment Corp., 5.25%, 1/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">583,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Snai SpA, 7.63%, 6/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">290,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Issuer PLC (b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A1, 1.10%, 12/28/28</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">780,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A2, 3.25%, 12/28/31</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,808,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A5, 5.47%, 12/28/34</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,283,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A6, 2.35%, 12/28/36</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,244,217</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos LLC, 7.50%, 3/01/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,424,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC/Travelport Holdings, Inc., 11.88%, 9/01/16 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">78</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;77,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Unique Pub Finance Co. PLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A3, 6.54%, 3/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,288</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,250,533</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series A4, 5.66%, 6/30/27</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,323,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vougeot Bidco PLC, 7.88%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">378,213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wynn Macau Ltd., 5.25%, 10/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">435,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">32,583,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Durables &#151; 1.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ashton Woods USA LLC/Ashton Woods Finance Co., 6.88%, 2/15/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">503,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beazer Homes USA, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">962,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 6/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">519,078</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berkline/Benchcraft LLC, 1.00%, 11/03/14 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brookfield Residential Properties, Inc., 6.50%, 12/15/20 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">981,656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.13%, 7/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,389</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">K.
Hovnanian Enterprises, Inc., 7.25%,  10/15/20 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,289,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">KB
Home, 7.25%, 6/15/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">968,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spie BondCo 3 SCA, 11.00%, 8/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">248</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">363,353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Standard Pacific Corp., 8.38%, 1/15/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">597</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">602,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,634,146</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Products &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ontex IV SA, 9.00%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">497,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">308,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,075,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV><B>Independent Power and Renewable Electricity Producers &#151; 0.9%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The AES Corp., 7.75%, 10/15/15 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">567,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Baytex Energy Corp. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 6/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 6/01/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">61</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">61,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 1/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">154,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.38%, 1/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,109,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 1/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">468,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 1/15/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,173,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NRG Energy, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 1/15/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">913</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,028,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 5/01/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">553,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NRG REMA LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series B, 9.24%, 7/02/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">63</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">67,548</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C, 9.68%, 7/02/26 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">589</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">642,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,995,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Insurance &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allied World Assurance Co., Ltd., 7.50%, 8/01/16 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,342,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc., 6.38%, 10/01/20 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">325,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Forethought Financial Group, Inc., 8.63%, 4/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">861,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Galaxy Bidco Ltd., 6.38%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">165,808</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hockey Merger Sub 2, Inc., 7.88%, 10/01/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">635,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Muenchener Rueckversicherungs AG, 6.00%, 5/26/41 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">637,358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pension Insurance Corp. PLC, 6.50%, 7/03/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">213,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">33<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 23 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 24 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Insurance (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prudential Holdings LLC, 8.70%, 12/18/23 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;3,658,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TMF Group Holding BV, 9.88%, 12/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">441,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,548,903</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Internet Software &amp; Services &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cerved Group SpA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">140,264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">145,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IAC/InterActiveCorp, 4.88%, 11/30/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">721,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., 5.88%, 4/15/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">738,221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,744,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>IT Services &#151; 2.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian Corp., 8.88%, 7/15/19 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,562,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,147,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian LLC/Comdata, Inc., 8.13%, 11/15/17 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">663,843</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Epicor Software Corp., 8.63%, 5/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,351,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 6/15/19 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,894,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 11/01/20 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">880,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.75%, 8/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">713</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">843,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc., 6.63%, 11/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,089,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Western Union Co., 2.88%, 12/10/17 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,136,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WEX, Inc., 4.75%, 2/01/23 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">528,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,096,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Machinery &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amsted Industries, Inc., 5.00%, 3/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Galapagos Holding SA, 7.00%, 6/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">128,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Galapagos SA, 5.38%, 6/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">132,709</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">561,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media &#151; 5.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Adria Bidco BV, 7.88%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">196,692</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Altice Financing SA, 6.50%, 1/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">894,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Altice SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 5/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">557,288</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 5/15/22 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,115,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Networks, Inc., 7.75%, 7/15/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">954,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.25%, 2/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">107,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 2/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">169,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 12/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 3/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,002,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Worldwide Holdings, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 3/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">724,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,027,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">227,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Columbus International, Inc., 7.38%, 3/30/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,497,031</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 3.13%, 2/15/16 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,099,441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DISH DBS Corp. (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 2/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">213,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 4/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,361,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DreamWorks Animation SKG, Inc., 6.88%, 8/15/20 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">323,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gannett Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 10/15/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">201,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">222,905</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 10/15/23 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">323,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gray Television, Inc., 7.50%, 10/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451,540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Inmarsat Finance PLC, 4.88%, 5/15/22 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">827,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 10/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,776,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 8/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">513,069</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Luxembourg SA, 6.75%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">838,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>

</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Escrow II, Inc., 5.38%, 8/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,060,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Live Nation Entertainment, Inc., 7.00%, 9/01/20 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199,338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The McClatchy Co., 9.00%, 12/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">371,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MDC Partners, Inc., 6.75%, 4/01/20 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">765,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Midcontinent Communications &amp; Midcontinent Finance Corp., 6.25%, 8/01/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">252,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">354,488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">333,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable Group SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 5/15/19 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,792,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.38%, 5/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">153,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 5/15/22 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,575,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 5/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">361,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 5/15/24 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">525,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RCN Telecom Services LLC/RCN Capital Corp., 8.50%, 8/15/20 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">619,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., 5.63%, 8/01/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">385,035</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sirius XM Holdings, Inc., 5.75%, 8/01/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">424</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Entertainment Corp., 10.00%, 12/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,198,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Townsquare Radio LLC/Townsquare Radio, Inc., 9.00%, 4/01/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">858,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH, 7.50%, 3/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,522,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Secured Finance PLC, 6.00%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,212,852</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VTR Finance BV, 6.88%, 1/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">549,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">34,517,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Metals &amp; Mining &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ArcelorMittal (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 8/05/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">753,683</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">666,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellium NV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.63%, 5/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">266,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 5/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">372,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eco-Bat Finance PLC, 7.75%, 2/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">666,665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Global Brass &amp; Copper, Inc., 9.50%, 6/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">781,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kaiser Aluminum Corp., 8.25%, 6/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">569,288</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., 8.75%, 12/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,627,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Peabody Energy Corp., 6.50%, 9/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Perstorp Holding AB, 8.75%, 5/15/17 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">309,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ryerson, Inc./Joseph T Ryerson &amp; Son, Inc., 9.00%, 10/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">170,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Steel Dynamics, Inc., 6.38%, 8/15/22 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">593,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ThyssenKrupp AG, 3.13%, 10/25/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">549,751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wise Metals Group LLC/Wise Alloys Finance Corp., 8.75%, 12/15/18 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,328,480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,065,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Multiline Retail &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Debenhams PLC, 5.25%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">369,799</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dufry Finance SCA, 4.50%, 7/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">185,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hema Bondco I BV, 6.25%, 6/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">271,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group Ltd., 8.00%,  10/15/21 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">923,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,750,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 4.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Access Midstream Partners LP/ACMP Finance Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 5/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">478,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 3/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">219,764</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy-Permian Basin LLC/AEPB Finance Corp. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 11/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">327,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 11/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">281,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Antero Resources Finance Corp., 5.38%, 11/01/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">774</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">797,220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">34</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 25 -->
<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">Athlon Holdings LP/Athlon Finance Corp.:</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;275,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 5/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">236,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bonanza Creek Energy, Inc., 6.75%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">99,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chaparral Energy, Inc., 7.63%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">327,494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cimarex Energy Co., 4.38%, 6/01/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">214,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Concho Resources, Inc., 5.50%, 4/01/23 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,457,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CONSOL Energy, Inc., 5.88%, 4/15/22 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,727,385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">El
Paso LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.80%, 8/01/31</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">116</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">143,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 1/15/32</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">696,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Transfer Equity LP, 5.88%, 1/15/24 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">924,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy XXI Gulf Coast, Inc., 6.88%, 3/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">282,865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">EnQuest PLC, 7.00%, 4/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">430,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">474,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilcorp Energy I LP/Hilcorp Finance Co., 5.00%, 12/01/24 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinder Morgan Energy Partners LP, 4.15%, 2/01/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinder Morgan Finance Co. LLC, 6.00%, 1/15/18 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,431,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinder Morgan, Inc. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">323,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 11/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">337,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laredo Petroleum, Inc., 7.38%, 5/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lightstream Resources Ltd., 8.63%, 2/01/20 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">392,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Linn Energy LLC/Linn Energy Finance Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.63%, 4/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,156,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Memorial Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">356,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NGPL PipeCo LLC, 9.63%, 6/01/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">385,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Oasis Petroleum, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">399,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">437,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Petrobras Global Finance BV, 3.00%, 1/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">756,764</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Range Resources Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 8/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">872,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 6/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">161</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">171,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RKI Exploration &amp; Production LLC/RKI Finance Corp., 8.50%, 8/01/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">153,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rose Rock Midstream LP/Rose Rock Finance Corp., 5.63%, 7/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">376</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">383,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rosetta Resources, Inc., 5.63%, 5/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">388,001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabine Pass Liquefaction LLC (f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 4/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">784,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 5/15/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">456</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">474,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabine Pass LNG LP, 7.50%, 11/30/16 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,378,237</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sanchez Energy Corp., 6.13%, 1/15/23 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">704,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SandRidge Energy, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">82,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 3/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">236,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 2/15/23 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">921</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">957,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Seventy Seven Energy, Inc., 6.50%, 7/15/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265,740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">SM
Energy Co., 6.63%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">62,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southern Star Central Corp., 5.13%, 7/15/22 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">946,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 7.50%, 7/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">699,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tesoro Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">184,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ultra Petroleum Corp., 5.75%, 12/15/18 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">438,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Whiting Petroleum Corp., 5.00%, 3/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,504,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">30,024,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Paper &amp; Forest Products &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NewPage Corp., 11.38%, 12/31/14 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pfleiderer GmbH, 7.88%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">130,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">130,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Pharmaceuticals &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel SA, 7.00% (7.00% Cash or 7.75% PIK), 5/15/19 (c)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;159,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Endo Finance LLC/Endo Finco, Inc. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">121</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">131,134</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.38%, 1/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">229,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Grifols Worldwide Operations Ltd., 5.25%, 4/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">759</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">779,873</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jaguar Holding Co. I, 9.38%, 10/15/17 (c)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mallinckrodt International Finance SA, 5.75%, 8/01/22 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">847,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Salix Pharmaceuticals Ltd., 6.00%, 1/15/21 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">151,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 8/15/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,368,980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 12/01/18 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,259,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 10/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">641,351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">365,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 12/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">528,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,739,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Professional Services &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Truven Health Analytics, Inc., 10.63%, 6/01/20 (f)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Real Estate Investment Trusts (REITs) &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Felcor Lodging LP, 6.75%, 6/01/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">865,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">iStar Financial, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.00%, 11/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">432,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 7/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">305,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rayonier AM Products, Inc., 5.50%, 6/01/24 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">64</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">62,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ventas Realty LP/Ventas Capital Corp., 4.75%, 6/01/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,432,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,098,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Real Estate Management &amp; Development &#151; 0.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp. (c):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 1/15/20 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,002,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">336,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Group LLC/Realogy Co-Issuer Corp., 4.50%, 4/15/19 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">759</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">759,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rialto Holdings LLC/Rialto Corp., 7.00%, 12/01/18 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">228,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPG Byty Sro, 6.75%, 5/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Shea Homes LP/Shea Homes Funding Corp., 8.63%, 5/15/19 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,278,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,903,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 1.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asciano Finance Ltd., 3.13%, 9/23/15 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,463,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EC
Finance PLC, 5.13%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">240,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Florida East Coast Holdings Corp., 6.75%,  5/01/19 (c)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,234,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hertz Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 10/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">424,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">447,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 1/15/21 (f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">722,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Watco Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,422,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.4%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Micron Technology, Inc., 5.50%, 2/01/25 (c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">850,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV/NXP Funding LLC (c)(f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.75%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">954,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">588,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,393,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">35<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 25 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 26 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt"><TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor Software Parent LLC/Infor Software Parent, Inc., 7.13% (7.13% Cash or 7.88% PIK), 5/01/21 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">744</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;757,020</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., 9.38%, 4/01/19 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,200,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuance Communications, Inc., 5.38%, 8/15/20 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,715</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,723,575</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,680,595</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Specialty Retail &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Magnolia BC SA, 9.00%, 8/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">274</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">362,744</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Look Bondco I PLC, 8.75%, 5/14/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">175,976</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., 8.88%, 8/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">374</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">412,335</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">PC
Nextco Holdings LLC/PC Nextco Finance, Inc., 8.75% (8.75% Cash or 9.50% PIK), 8/15/19 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">252</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">258,930</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">QVC, Inc., 7.50%, 10/01/19 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">427,983</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sally Holdings LLC/Sally Capital, Inc., 5.50%, 11/01/23 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">508</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">535,940</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">THOM Europe SAS, 7.38%, 7/15/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">230</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">295,409</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin Set-Simona Barbieri SpA, 6.08%, 7/15/19 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">212</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,139</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,737,456</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Levi Strauss &amp; Co., 6.88%, 5/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">380</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">413,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Springs Industries, Inc., 6.25%, 6/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">645</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">648,225</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The William Carter Co., 5.25%, 8/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">346</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">361,570</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,423,045</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Trading Companies &amp; Distributors &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ashtead Capital, Inc., 6.50%, 7/15/22 (c)(f)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,054</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,146,225</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Transportation Infrastructure &#151; 1.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aguila 3 SA, 7.88%, 1/31/18 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">848</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">881,920</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Federal Express Corp. 2012 Pass-Through Trust, 2.63%, 1/15/18 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">917</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">930,306</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JCH Parent, Inc., 10.50% (10.25% Cash or 11.25% PIK), 3/15/19 (c)(g)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">878</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">873,610</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Penske Truck Leasing Co. LP/PTL Finance Corp. (c)(f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.13%, 5/11/15</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,372</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,428,086</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.38%, 3/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,155</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,458,565</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12,572,487</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 2.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Digicel Ltd., 6.00%, 4/15/21 (c)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,073</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,135,190</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Geo Group, Inc., 5.88%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">340</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">347,650</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Phones4u Finance PLC, 9.50%, 4/01/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">207</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">351,383</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Communications, Inc. (c)(f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 11/15/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,020</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,401,275</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,141</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,272,215</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Corp. (c):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.88%, 9/15/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,215</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,303,087</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 6/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">515</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">525,300</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">T-Mobile USA, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 4/28/21 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,380</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,452,450</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 1/15/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">75</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">77,719</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.73%, 4/28/22 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,455</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,535,025</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 1/15/24</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">535</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">556,400</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wind Acquisition Finance SA:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.00%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">695</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">917,761</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.20%, 7/15/20 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">320</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">422,041</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,297,496</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Corporate Bonds &#151; 59.6%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">398,933,627</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Aerospace &amp; Defense &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,277,973</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TASC, Inc., 2nd Lien Term Loan, 12.00%, 5/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,347,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.75%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">645,686</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 3.75%, 6/04/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297,876</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan, 4.00%, 4/09/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,568,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,137,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Air Freight &amp; Logistics &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Group PLC, Synthetic Line of Credit, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">678</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">654,402</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Intercompany BV, Dutch Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">713</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">696,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics Canada ULC, Canadian Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">120,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CEVA Logistics U.S. Holdings, Inc., Term Loan, 6.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">960,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,431,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Airlines &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.18%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">438,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.56%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">592,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan B1, 3.50%, 5/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,037,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 1.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">743,702</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">960,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.50%, 1/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,205,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dayco Products LLC, Term Loan B, 5.25%, 12/12/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">855,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gates Global, Inc., Term Loan B, 4.25%, 7/05/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,313,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,993,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., 1st Lien Term Loan, 5.75%, 10/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,248</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,242,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,314,685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Banks &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Redtop Acquisitions Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 12/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">417,202</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 6/03/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">360,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">777,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Beverages &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Le-Nature&#146;s, Inc., Tranche B Term Loan, 3/01/2011 (a)(j)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Building Products &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Building Products LLC, 1st Lien Term Loan, 4.00%, 8/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">863</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">857,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 4.75%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,639</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,638,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GYP Holdings III Corp., 1st Lien Term Loan, 4.75%, 4/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">930,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Momentive Performance Materials, Inc., DIP Term Loan B, 4.00%, 4/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">374,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ply Gem Industries, Inc., Term Loan, 4.00%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,125,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Subcontractors, Inc., Term Loan, 4.24%, 6/30/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">172</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">162,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B2, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">766</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">755,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">808</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">796,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,643,266</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">36</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 27 -->
<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Affinion Group, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/12/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">633</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;627,070</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.75%, 4/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">524</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518,584</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., 2017 Term Loan, 3.50%, 8/22/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">576</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">572,709</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,718,363</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Chemicals &#151; 1.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">769</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">769,573</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC, 6 Year Term Loan, 3.75%, 5/04/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">662</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">657,124</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MacDermid, Inc., 1st Lien Term Loan, 4.00%, 6/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">663</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">660,262</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Minerals Technology, Inc., Term Loan B, 4.00%, 5/09/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,325</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,323,344</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,258</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,251,851</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OXEA Finance LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 7/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">705</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">706,177</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.25%, 1/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">672,369</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">773</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">774,564</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solenis International LP:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/02/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">520</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">516,428</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 7/02/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,050</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040,550</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">658</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">650,121</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.00%, 3/19/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">932</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">929,665</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,952,028</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Services &amp; Supplies &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan, 3.75%, 10/09/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,012</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">996,745</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg 2012 SA, Term Loan, 3.50%, 7/16/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,193</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,188,910</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/26/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,567</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,565,087</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalent Pharma Solutions, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 6.50%, 12/29/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">216</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">217,025</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 5/20/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">625</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">625,394</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Connolly Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 5/14/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,175</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,180,146</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 5/14/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,003,750</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Koosharem LLC, Exit Term Loan, 7.50%, 4/29/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,875</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,877,344</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/16/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">338</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">336,200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,778</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,762,816</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,753,417</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Communications Equipment &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amaya Holdings BV:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 8/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">965,494</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.00%, 8/01/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,960</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,007,045</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Applied Systems, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 1/25/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">328</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">327,529</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 1/23/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">265</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">266,590</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., Extended Term Loan B3, 4.66%, 10/26/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">760</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">736,612</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan B3, 2.66%, 1/21/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">434</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">435,847</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat Canada, Term Loan A, 4.37%, 3/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,652</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,503,711</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc., Term Loan B, 4.00%, 7/02/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,752</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,740,595</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,983,423</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction &amp; Engineering &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Centaur Acquisition LLC, 2nd Lien Term Loan, 8.75%, 2/15/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">710</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">718,875</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>



</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction Materials &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Filtration Group Corp., 1st Lien Term Loan, 4.50%, 11/21/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">502</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;502,726</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD
Supply, Inc., Term Loan B, 4.00%, 6/28/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,869</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,858,338</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">McJunkin Red Man Corp., Term Loan, 5.00%, 11/08/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">377</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">377,150</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,738,214</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Containers &amp; Packaging &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardagh Holdings USA, Inc., Incremental Term Loan, 4.00%, 12/17/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">384</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">381,799</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berry Plastics Holding Corp., Term Loan E, 3.75%, 1/06/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">996</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">981,820</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CD&amp;R Millennium Holdco 6 Sarl, 1st Lien Term Loan, 4.50%, 7/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">50</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">49,672</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,413,291</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Distributors &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,089</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,067,882</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Tire Distributors Holdings, Inc., Term Loan B, 5.75%, 6/01/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">199,500</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Term Loan, 3.41%, 4/03/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">453</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450,555</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,717,937</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Consumer Services &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allied Security Holdings LLC, 1st Lien Term Loan, 4.25%, 2/12/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">516</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">511,858</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fitness International LLC, Term Loan B, 5.50%, 7/01/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">600</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">597,498</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Securities Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">76</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">75,358</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 11/06/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">294,580</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ROC Finance LLC, Term Loan, 5.00%, 6/20/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">625</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">606,129</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ServiceMaster Company, 2014 Term Loan B, 4.25%, 7/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,090</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,081,007</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weight Watchers International, Inc., Term Loan B2, 4.00%, 4/02/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,656</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,301,234</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,467,664</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/01/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,509</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,505,417</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Term Loan B3, 3.25%, 11/09/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">447</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">446,337</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SAM Finance Luxembourg Sarl, Term Loan, 4.25%, 12/17/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,119</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,117,629</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,069,383</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Telecommunication Services &#151; 1.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,227</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,226,207</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,724</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,731,749</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.75%, 2/22/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,270</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,289,050</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/22/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,160</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,159,953</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc., 2020 Term Loan B, 4.00%, 1/15/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,365</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,348,175</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">988</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">987,169</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">10,742,303</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electric Utilities &#151; 0.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy&#151;Marcellus LLC, 1st Lien Term Loan, 5.25%, 8/04/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">571</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">571,255</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Energy&#151;Utica LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Delayed Draw Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">489</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">513,665</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental 2nd Lien Term Loan, 11.00%, 9/30/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">489</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">513,737</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sandy Creek Energy Associates LP, Term Loan B, 5.00%, 11/06/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">836</FONT></TD>
     <TD  STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">839,538</FONT></TD>
     <TD  STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,438,195</FONT></TD>
     <TD  STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">37<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 28 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Electrical Equipment &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Texas Competitive Electric Holdings Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">DIP Term Loan, 3.75%, 5/05/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">866</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;871,433</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.65%, 10/10/17 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,907,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,779,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">CDW LLC, Term Loan, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">839</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">828,138</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Energy Equipment &amp; Services &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,096,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food &amp; Staples Retailing &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Albertson&#146;s, Inc., Term Loan, 4.75%, 6/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">626,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp., 2nd Lien Term Loan, 5.75%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">242,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Refinancing Term Loan B, 4.50%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">895,428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,764,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Food Products &#151; 1.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods, Inc., 1st Lien Term Loan, 4.25%, 2/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">634,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Foods, Inc., Term Loan, 4.25%, 8/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,492,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dole Food Co., Inc., Term Loan B, 4.50%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,048,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hearthside Group Holdings LLC, Term Loan, 4.50%, 6/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,042,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC, Term Loan G, 3.25%, 4/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,024,353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reddy Ice Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 6.75%, 5/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,405,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 10.75%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,214,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,536,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Equipment &amp; Supplies &#151; 2.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arysta LifeScience Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 5/29/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,466,782</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 11/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">534,309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc., Term Loan B2, 3.73%, 7/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,154,749</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">536,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC, 2017 Term Loan, 4.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,693,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hologic, Inc., Term Loan B, 3.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,300,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">632,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Millennium Laboratories, Inc., Term Loan B, 5.25%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,826,716</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Vision, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.00%, 3/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,229,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 3/07/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">334,332</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Onex Carestream Finance LP, 2nd Lien Term Loan, 9.50%, 12/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.75%, 6/30/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,174,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,294,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services &#151; 2.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amedisys, Inc., 2nd Lien Term Loan, 8.50%, 6/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,326,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings, Inc., 1st Lien Term Loan, 4.50%, 9/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">837,626</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amsurg Corp., 1st Lien Term Loan B, 3.75%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">459,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">439,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Care UK Health &amp; Social Care PLC, 5.56%, 7/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">309,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc., Term Loan D, 4.25%, 1/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,993,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,165,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>


</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita HealthCare Partners, Inc., Term Loan B, 3.50%, 6/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;2,835,924</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Envision Acquisition Co. LLC, 1st Lien Term Loan, 5.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">902,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,014</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,028,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ikaria, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 2/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">510,779</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.75%, 2/14/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">273,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., Incremental Term Loan B3, 7.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">229,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MPH Acquisition Holdings LLC, Term Loan, 4.00%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">772,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">National Mentor Holdings, Inc., Term Loan B, 4.75%, 1/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">577,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgery Center Holdings, Inc., 1st Lien Term Loan, 4.25%, 7/09/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">404,894</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Surgical Care Affiliates, Inc., Class C Incremental Term Loan, 4.00%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">591,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16,658,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Health Care Technology &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IMS Health, Inc., Term Loan, 3.50%, 3/17/21</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">619,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Hotels, Restaurants &amp; Leisure &#151; 4.6%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bally Technologies, Inc., Term Loan B, 4.25%, 11/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">505</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">503,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,239</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,240,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B6, 6.95%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">981</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">919,319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B7, 9.75%, 3/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,758,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,989</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,952,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Growth Properties Holdings LLC, Term Loan, 6.25%, 5/08/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,294,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCM Merger, Inc., Term Loan B, 4.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">788,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dave &amp; Buster&#146;s, Inc., Term Loan, 4.50%, 7/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">289,202</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Diamond Resorts Corp., Term Loan, 5.50%, 5/09/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,834,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ESH Hospitality, Inc., Term Loan, 5.00%, 6/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">342,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">586,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilton Worldwide Finance LLC, Term Loan B2, 3.50%, 10/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,806,234</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intrawest ULC, Term Loan, 5.50%, 11/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">614,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Quinta Intermediate Holdings LLC, Term Loan B, 4.00%, 4/14/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,883,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Las Vegas Sands LLC, Term Loan B, 3.25%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">644,861</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 3.50%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,062,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">726,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Playa Resorts Holding BV, Term Loan B, 4.00%, 8/06/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">715,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">396,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.00%, 2/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">558,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos LLC, Term Loan B, 4.25%, 3/02/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,331,996</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 4.00%, 9/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,205,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC/Travelport Holdings, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien PIK Term Loan 2, 4.00%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,055,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan 1, 9.50%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,200,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Refinancing Term Loan, 6.25%, 6/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,254,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">30,964,757</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Household Products &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Bass Pro Group LLC, Term Loan, 3.75%, 11/20/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,144,402</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
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</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">38</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 29 -->
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<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
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     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
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     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="10" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Independent Power and Renewable Electricity Producers&nbsp;&#151;&nbsp;0.4%</B></DIV></FONT></TD>
    <TD>&nbsp;</TD>
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    <TD>&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.00%, 4/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,048</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,047,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">830,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Frontera Generation LLC, Term Loan, 4.50%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">995,227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,873,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
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     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Industrial Conglomerates &#151; 0.3%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,297,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Insurance &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/03/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">458,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 5.00%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,496</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,499,980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc., Term Loan B2, 3.75%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,297,326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cooper Gay Swett &amp; Crawford Ltd.:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.00%, 4/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">975,942</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan C, 8.25%, 10/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sedgwick, Inc.:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.75%, 3/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,083,411</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 6.75%, 2/28/22</DIV></FONT></TD>
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     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">661,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,427,129</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Internet Software &amp; Services &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dealertrack Technologies, Inc., Term Loan B, 3.50%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,156,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Go
Daddy Operating Co. LLC, Term Loan B, 4.75%, 5/13/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">802,384</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., 2014 Term Loan, 4.75%, 5/02/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,453,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,412,999</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>IT Services &#151; 2.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.16%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">986,806</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 9/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">551</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">550,539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Extended Term Loan, 3.66%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,167,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Term Loan, 3.66%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,625,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 7.50%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">707,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Availability Services Capital, Inc., Term Loan B, 6.00%, 3/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">798</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">790,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.91%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">704,119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.00%, 3/08/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">378,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantiv LLC, 2014 Term Loan B, 3.75%, 5/12/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">949,287</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,859,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Leisure Products &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Bauer Performance Sports Ltd., Term Loan B, 4.00%, 4/15/21</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">422</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">420,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Machinery &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC, Refinancing Term Loan, 4.25%, 12/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,063,401</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gardner Denver, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">838</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">836,518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">291,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,070,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Navistar International Corp., Term Loan B, 5.75%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">529,494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,307,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">568,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 4.50%, 5/08/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">908,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,575,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD  STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Media &#151; 4.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Activision Blizzard, Inc., Term Loan B, 3.25%, 10/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,090</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,089,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">463,837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc., 1st Lien Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">0.00%, 7/03/15 (a)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,448,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 3.00%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,173</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,153,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan G, 3.50%, 7/24/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,443,079</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.81%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">314,122</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 6.91%, 1/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,000,009</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media Holdings, Inc., 2013 Term Loan, 4.25%, 12/23/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,336,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">196,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hemisphere Media Holdings LLC, Term Loan B, 5.00%, 7/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">886,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMG Worldwide Holdings LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 5.25%, 5/06/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984,433</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.25%, 5/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,065</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,043,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B2, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,500,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">396,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Media General, Inc., Delayed Draw Term Loan B, 4.25%, 7/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">697,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom Communications Corp., Term Loan F, 2.63%, 3/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">764,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP/NCP Holdco, Inc., Incremental Term Loan, 4.25%, 1/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,659</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,645,222</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Numericable U.S. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,106</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,109,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.50%, 5/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">957</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">959,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">989,572</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tribune Co., 2013 Term Loan, 4.00%, 12/27/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,081,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Term Loan C4, 4.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,423</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,406,786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan AG, 3.85%, 3/31/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">442</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">582,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 6/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">404,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.25%, 6/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,308,948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">731,630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ziggo BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1A, 2.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">489</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">479,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2A, 2.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">326,723</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 2.75%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">548</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">537,342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">32,280,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Metals &amp; Mining &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ameriforge Group, Inc., 2nd Lien Term Loan, 8.75%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">259,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG Resources (August 2006) Property Ltd., Term Loan B, 3.75%, 6/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,384,662</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., Term Loan, 3.75%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,994,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,511</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,533,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,172,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">39<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 29 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 30 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%"  ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Multiline Retail &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 9/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;582,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hudson&#146;s Bay Co., 1st Lien Term Loan, 4.75%, 11/04/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">954,582</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group, Inc., 2020 Term Loan, 4.25%, 10/25/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,629,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,746,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 1.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arch Coal, Inc., Term Loan B, 6.25%, 5/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,456,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Drillships Ocean Ventures Inc., Term Loan B, 5.50%, 7/18/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,007,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., Term Loan B3, 3.50%, 5/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,116,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fieldwood Energy LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 3.88%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">464,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.38%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">429,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">899</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offshore Group Investment Ltd., Term Loan B, 5.75%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">186,168</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Patriot LLC, Term Loan B1, 6.75%, 12/19/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,677,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">918,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Power Buyer LLC, 2nd Lien Term Loan, 8.25%, 11/06/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">268,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Seventy Seven Operating LLC, Term Loan B, 3.75%, 6/25/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">449,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Energy Partners LP, 1st Lien Term Loan, 5.25%, 8/04/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">462,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 7/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">371,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Western Refining, Inc., Term Loan B, 4.25%, 11/12/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,012,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WTG Holdings III Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">159,733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,179,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Pharmaceuticals &#151; 1.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Akorn, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 3.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">410,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/16/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">885</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">886,106</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 2/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">847,003</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.16%, 2/27/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,083,737</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mallinckrodt International Finance SA, Term Loan B, 3.50%, 3/19/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">793</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">789,246</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical Cos, Inc., Term Loan B2, 4.00%, 9/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,634,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development LLC, Term Loan B, 4.00%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,390,774</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C2, Term Loan B, 3.75%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">476,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series E, Term Loan B, 3.75%, 8/05/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">721</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">717,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: Black 1pt solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,235,734</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT"  style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Professional Services &#151; 0.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advantage Sales &amp; Marketing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">464,474</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.50%, 7/25/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">605,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 3.25%, 7/23/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">15,482</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">606,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>

</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Professional Services (concluded)</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intertrust Group Holding BV, 2nd Lien Term Loan, 8.00%, 4/16/22</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;847,348</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SIRVA Worldwide, Inc., Term Loan, 7.50%, 3/27/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,057</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,077,757</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,166</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,160,480</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,777,129</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Real Estate Management &amp; Development &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CityCenter Holdings LLC, Term Loan B, 4.25%, 10/16/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">941</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">939,677</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit, 4.40%, 10/10/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">47</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">47,149</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.75%, 3/05/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,101</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,090,457</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,077,283</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Road &amp; Rail &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Road Infrastructure Investment LLC:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.25%, 3/31/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,012</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,001,498</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 7.75%, 9/21/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">675</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">666,562</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,668,060</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.6%</B></DIV>

</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,680</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,675,739</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B4, 4.25%, 2/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">720</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">716,744</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 5.00%, 1/15/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">377</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">378,330</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,770,813</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 1.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BMC Software Finance, Inc., Term Loan, 5.00%, 9/10/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">811</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">808,643</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">460</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">452,294</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 9.25%, 10/22/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">560</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">560,935</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.25%, 11/01/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">551</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">547,779</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., Term Loan B5, 3.75%, 6/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,111</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,101,067</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IQOR US, Inc., Term Loan B, 6.00%, 4/01/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">610</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">570,350</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos Worldwide, Inc., 2014 Term Loan, 4.75%, 2/18/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">234</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">234,706</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,837</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,882,449</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mitchell International, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1st Lien Term Loan, 4.50%, 10/12/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">632</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">630,511</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2nd Lien Term Loan, 8.50%, 10/11/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,208,256</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 6/30/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,020</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">997,050</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent LLC, 2013 Term Loan, 6.00%, 12/21/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">909</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">893,389</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, 2014 Term Loan B, 4.00%, 7/19/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">845,411</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Websense, Inc., 2nd Lien Term Loan, 8.25%, 12/24/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">560</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">556,500</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,289,340</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Specialty Retail &#151; 0.9%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.50%, 8/03/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,456</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,451,643</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc., Incremental 2014 Term Loan B2, 4.00%, 1/28/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,192,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan, 4.00%, 7/27/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,437</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,414,154</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">893</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">890,068</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us-Delaware, Inc., Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">242</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">202,995</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,151,360</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">40</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 30 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 31 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt"><TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Floating Rate Loan Interests
(b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,246</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;1,227,618</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.
Crew Group, Inc., Term Loan B, 4.00%, 3/05/21</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">638</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">625,498</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nine West Holdings, Inc.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Guarantee Term Loan, 6.25%, 1/08/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">555</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">552,225</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.75%, 10/08/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">440,550</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Polymer Group, Inc., 1st Lien Term Loan, 5.25%, 12/19/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">714</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">717,734</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,563,625</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.1%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IG Investment Holdings LLC, 1st Lien Term Loan, 5.25%, 10/31/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">857</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">857,310</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Wireless Telecommunication Services &#151; 0.2%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">LTS Buyer LLC, 1st Lien Term Loan, 4.00%, 4/13/20</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,535</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,525,554</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Floating Rate Loan Interests &#151; 45.5%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304,903,700</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Foreign Agency Obligations</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cyprus Government International Bond, 4.63%, 2/03/20</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,307,380</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Iceland Government International Bond:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 6/16/16</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">605,546</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 30px; TEXT-INDENT: -10px">5.88%, 5/11/22</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,030</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,448,155</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Foreign Agency Obligations &#151; 0.8%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,361,081</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Non-Agency Mortgage-Backed Securities</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Collateralized Mortgage Obligations &#151; 2.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Countrywide Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,164</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,835,563</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">Countrywide Home Loan Mortgage Pass-Through Trust:</DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2005-17, Class 1A6, 5.50%, 9/25/35</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,284</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,251,798</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-17, Class A2, 6.00%, 12/25/36</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,798</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,587,868</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-HY5, Class 3A1, 5.05%, 9/25/37 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,855</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,731,011</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.57%, 10/25/35 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,847</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,665,446</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.61%, 11/05/30 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,162</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,258,180</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley Reremic Trust, Series 2010-R4, Class 4A, REMIC, 0.46%, 2/26/37 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">664</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">660,411</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16,990,277</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Commercial Mortgage-Backed Securities &#151; 7.7%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Banc of America Commercial Mortgage Trust, Series 2007-4, Class A4, 5.95%, 2/10/51 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,687</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,861,842</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">Commercial Mortgage Pass-Through Certificates (b)(c):</DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-LC13, Class D, 5.22%, 8/10/46</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,530</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,462,471</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2014-KYO, Class F, 3.66%, 6/11/27</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,855</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,845,078</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Commercial Mortgage Trust, Series 2013-LC6:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class B, 3.74%, 1/10/46</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,110</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,117,904</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Class D, 4.43%, 1/10/46 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,330</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,254,836</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse Commercial Mortgage Trust, Series 2006-C5, Class AM, 5.34%, 12/15/39</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,989,170</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse Mortgage Capital Certificates (b):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C2, Class A2, 5.45%, 1/15/49</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,974</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C5, Class AAB, 5.62%, 9/15/40</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,160</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,229,154</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2014-SURF, Class E, 3.26%, 2/15/29 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,002,559</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class AM, 6.01%, 7/10/38 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,610</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,729,322</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GS
Mortgage Securities Corp. II, Series 2013-GC10, Class B, 3.68%, 2/10/46 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,995</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,995,375</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Non-Agency Mortgage-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Par<BR> (000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Commercial Mortgage-Backed Securities (concluded)</B></DIV>

</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GS
Mortgage Securities Trust (b):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-GG6, Class AM, 5.62%, 4/10/38</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,680</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;3,878,683</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2014-GSFL, Class D, 4.06%, 7/15/31 (c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,140</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,138,873</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class D, 5.25%, 11/15/45 (b)(c)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,400</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,390,179</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JPMorgan Chase Commercial Mortgage Securities Corp.:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2004-LN2, Class A2, 5.12%, 7/15/41</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">298,293</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-CB18, Class A4, 5.44%, 6/12/47</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,075</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,243,747</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-CB19, Class A4, 5.89%, 2/12/49 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,140</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,337,760</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-LC9, Class XA, 2.08%, 12/15/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,813</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,466,400</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LB-UBS Commercial Mortgage Trust (b):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C2, Class AM, 5.49%, 2/15/40</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,666,797</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C6, Class A4, 5.86%, 7/15/40</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,469</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,752,872</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 6.01%, 6/12/50 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,501</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,613,697</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Talisman Finance PLC, Series 6, Class A, 0.38%, 10/22/16 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,619</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,064,047</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Titan Europe PLC, Series 2007-1X, Class A, 0.81%, 1/20/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,548</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,018,889</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 6.14%, 2/15/51 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,030</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,201,632</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WF-RBS Commercial Mortgage Trust:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-C8, Class B, 4.31%, 8/15/45</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,085</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,141,373</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-C8, Class C, 5.04%, 8/15/45 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,395</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,494,124</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2014-C20, Class XA, 1.41%, 5/15/47 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,954</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,181,732</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windermere XI Cmbs PLC, Series XI-X, Class A, 0.81%, 4/24/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">46</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">75,828</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">51,457,611</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Interest Only Commercial Mortgage-Backed Securities &#151; 0.3%</B></DIV>

</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WF-RBS Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.39%, 11/15/45 (b)(c)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16,543</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,943,274</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Non-Agency Mortgage-Backed Securities &#151; 10.5%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70,391,162</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>U.S. Government Sponsored Agency Securities</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Collateralized Mortgage Obligations &#151; 1.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freddie Mac Mortgage-Backed Securities:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 3986, Class M, REMIC, 4.50%, 9/15/41</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,411</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,629,557</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K032, Class A2, 3.31%, 5/25/23 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,655,516</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,285,073</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Interest Only Collateralized Mortgage Obligations &#151; 0.8%</B></DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fannie Mae Mortgage-Backed Securities, Series 2012-M9, Class X1, 4.23%, 12/25/17 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">19,723</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,122,936</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px">Freddie Mac Mortgage-Backed Securities, Class X1 (b):</DIV></FONT></TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K707, 1.69%, 12/25/18</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">42,627</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,470,667</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K710, 1.91%, 5/25/19</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,258</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">943,567</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,537,170</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Mortgage-Backed Securities &#151; 3.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fannie Mae Mortgage-Backed Securities (f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 8/01/26</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,542</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,986,635</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 7/01/20&#150;8/01/23</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,598</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,981,355</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freddie Mac Mortgage-Backed Securities, 4.50%, 4/01/25 (f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,905</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">9,575,323</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">23,543,313</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total U.S. Government Sponsored Agency Securities &#151; 5.3%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">35,365,556</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote2" -->
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"> <P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">41<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 32 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt">(Percentages shown are based on Net Assets)</font><BR></FONT></B></TD></TR></TABLE></DIV> <BR> <!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" --> <DIV STYLE="margin-right: 20pt; width: 48%; float: left;">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Other Interests (k)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="7"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Beneficial<BR>
Interest<BR>(000)</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Auto Components &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Lear Corp. Escrow</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;8,750</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Construction Materials &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">USI Senior Holdings</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.G. Wentworth LLC Preferred Equity Interests (Acquired 11/18/13, cost $969,589)
(a)(l)(m)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">191,652</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Other Interests &#151; 0.0%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,402</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Preferred Securities</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Trusts</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Par<BR>
(000</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)</B>&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Banks &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Wachovia Capital Trust III, 5.57% (b)(f)(n)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,365</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,297,700</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse Group AG, 6.25% (b)(c)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,445</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,437,775</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goldman Sachs Group, Inc., Series L, 5.70% (b)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,920</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,982,085</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,419,860</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 4.4%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank of America Corp. (b)(f)(n):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series U, 5.20%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,204,688</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series V, 5.13%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,470</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,434,190</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Barclays PLC, 8.00% (b)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">600</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">851,529</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup, Inc. (b)(f)(n):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.90%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,015,650</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.95%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,370</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,381,987</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JPMorgan Chase &amp; Co. (b)(f)(n):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series U, 6.13%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,690</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,840,525</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series V, 5.00%</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,974,968</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Macquarie Bank Ltd., 10.25%, 6/20/57 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,450</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,653,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley, Series H, 5.45% (b)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,426</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,450,955</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Societe Generale SA, 6.00% (b)(c)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,825</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,607,875</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,415,367</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Insurance &#151; 3.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Allstate Corp., 6.13%, 5/15/67 (b)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,195,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AXA SA, 6.46% (b)(c)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,625</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,724,531</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genworth Holdings, Inc., 6.15%, 11/15/66 (b)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,850</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,628,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hartford Financial Services Group, Inc., 8.13%, 6/15/68 (b)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,943,750</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Liberty Mutual Group, Inc. (c)(f):</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/07/67 (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,575</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,673,438</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.80%, 3/07/87</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,770,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prudential Financial, Inc., 5.63%, 6/15/43 (b)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,250</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,485,625</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swiss Re Capital I LP, 6.85% (b)(c)(f)(n)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,000</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,157,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Voya Financial, Inc., 5.65%, 5/15/53 (b)(f)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,500</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,561,250</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">23,139,094</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="11" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Capital Trusts &#151; 8.9%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">59,272,021</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;<BR>
&nbsp;<BR> Preferred Stocks</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>&nbsp;</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares</B></B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3"  ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Capital Markets &#151; 0.8%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goldman Sachs Group, Inc., Series J, 5.50% (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">202,526</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;4,957,837</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SCE Trust III, 5.75% (b)</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">21,200</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">563,496</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,521,333</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Consumer Finance &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ally Financial, Inc., Series A, 8.50% (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,657</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">236,076</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Morgan Stanley, 6.88% (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">120,000</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,241,200</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Preferred Stocks &#151; 1.3%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,998,609</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Trust Preferreds &#151; 0.5%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Diversified Financial Services &#151; 0.5%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">124,413</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,332,288</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Total Preferred Securities &#151; 10.7%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,602,918</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Warrants (o) &#151; 0.0%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="15" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Software &#151; 0.0%</B></DIV></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,100</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,419</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Long-Term Investments<BR>(Cost &#151; $927,830,032) &#151; 140.5%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">940,722,141</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: 0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Short-Term Securities</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.03% (p)(q)</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="11" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Short-Term Securities<BR>(Cost &#151; $7,390,390) &#151; 1.1%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="11" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Options Purchased<BR>(Cost &#151; $246,671) &#151; 0.0%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,762</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="9" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Investments Before Options Written<BR>(Cost &#151; $935,467,093) &#151; 141.6%</B></DIV>

</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">948,115,293</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Options Written<BR> (Premiums Received &#151; $187,000) &#151; (0.0)%</B></DIV>

</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175,052</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="12" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Total Investments, Net of Options Written &#151; 141.6%</B></DIV>

</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">947,940,241</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="11" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 0; text-indent: 0"><B>Liabilities in Excess of Other Assets &#151; (41.6)%</B></DIV>

</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(278,557,844</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="9" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><DIV STYLE="margin-left: 6px; text-indent: -6px"><B>Net Assets &#151; 100.0%</B></DIV>

</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">669,382,397</FONT></TD>
     <TD STYLE="border-bottom: windowtext 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" --> </div><br style="clear:both"><br style="clear:both"><!-- Field: Split-Segment; Name: NOTES 2 -->

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; border-bottom: Black 1pt solid;
background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Notes to
Consolidated Schedule of Investments</B></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(a)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(b)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(c)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold
in transactions exempt from registration to qualified institutional investors.</DIV></FONT></TD>

<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(d)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Appreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank of America N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,435,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Morgan Stanley &amp; Co. LLC</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,750,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">42</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 32 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 33 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments
(continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(e)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(f)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">All or a portion of security has been pledged as collateral in connection with outstanding reverse repurchase
agreements.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(g)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the
current rate and possible payment rates.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(h)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Zero-coupon bond.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(i)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following
periods. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(j)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(k)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(l)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Restricted security as to resale. As of report date, the Fund held restricted securities with a current value of $191,652 and an
original cost of $969,589 which was less than 0.05% of its net assets.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(m)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security is held by a wholly owned subsidiary. See Note 1 of the Notes to Financial Statements for details on the wholly owned
subsidiary.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(n)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security is perpetual in nature and has no stated maturity date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(o)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Warrants entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase
price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(p)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the year ended August 31, 2014, for purposes of Section
2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Affiliate</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2013</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Net<BR> Activity</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Shares<BR> Held at<BR> August 31,
2014</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Income</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,184,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,206,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(q)</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of the report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reverse repurchase agreements outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Interest<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Trade<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Maturity<BR> Date<SUP>1</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face<BR> Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face Value<BR> Including<BR>
Accrued<BR> Interest</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.40%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;1,503,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;1,512,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,496,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,503,755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">243,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">245,021</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,701,069</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,729,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,233,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,239,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,277,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,283,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,861,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,875,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,119,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,134,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,213,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,229,841</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/03/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,695,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,713,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.40%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/30/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">720,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">724,637</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.44%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/21/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,109,299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,115,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/24/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,731,221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,743,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/24/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">488,876</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">492,412</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BNP
Paribas Securities Corp.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.34%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,065,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,107,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,189,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,195,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">893,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">898,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/16/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">803,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">808,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">728,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">731,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">682,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">686,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">875,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">880,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,215,287</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,221,749</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">676,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">679,538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">845,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">849,858</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,023,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,028,586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">788,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">792,526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,067,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,077,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,356,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,363,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,283,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,289,603</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,313,488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,319,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,227,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,232,644</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,538,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,545,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,602,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,613,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">834,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">837,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">723,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">726,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">564,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">566,472</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">549,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">551,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">727,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">730,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,323,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,328,799</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/16/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">412,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">413,749</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">996,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000,108</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">43<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 33 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 34 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reverse repurchase agreements outstanding as of August 31, 2014 were as follows (continued):</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Interest<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Trade<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Maturity<BR> Date<SUP>1</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face<BR> Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face Value<BR> Including<BR>
Accrued<BR> Interest</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;1,030,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;1,034,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,222,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,227,214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.50%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,416,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,420,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">973,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">976,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">296,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">297,108</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,450,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,455,723</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">593,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">595,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">945,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">948,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">357,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">358,409</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,228,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,232,847</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,898,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,905,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">820,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">823,348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,109,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,114,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,202,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,207,759</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,929,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,932,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">935,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">937,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">474,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">475,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,862,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,870,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,073,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,076,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/10/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">349,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">349,933</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">HSBC Securities (USA), Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.38%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/10/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,339,571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,351,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">629,879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">631,706</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/20/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">686,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">687,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,503,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,002,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">800,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">801,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,100,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,104,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,300,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,302,721</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">901,884</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,004,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,202,512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">600,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">601,256</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">100,209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,104</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,600,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,603,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,400,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,405,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,503,311</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">501,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">611,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">612,354</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,633,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,636,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">278,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">960,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">962,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">502,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">503,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">899,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">900,817</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">593,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">594,199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">768,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">769,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,075,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,079,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">848,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">849,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">945,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">946,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,498,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,501,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,014,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,016,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,539,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,542,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,244,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,246,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">142,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">142,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">705,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">706,503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">467,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">467,996</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,180,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,182,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,194,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,200,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">HSBC Securities (USA), Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,125,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,127,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">412,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">412,692</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">44</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 34 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 35 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reverse repurchase agreements outstanding as of August 31, 2014 were as follows (continued):</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Interest<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Trade<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Maturity<BR> Date<SUP>1</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face<BR> Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face Value<BR> Including<BR>
Accrued<BR> Interest</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;2,377,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;2,380,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">580,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">581,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,227,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,230,947</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,460,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,462,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,194,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,197,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,370,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,372,428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">166,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">166,294</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,573,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,575,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">804,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">805,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">973,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">974,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,178,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,180,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">627,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">628,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">392,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">392,707</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">810,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">811,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">827,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">828,491</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">841,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">842,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">933,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">934,711</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,049,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,050,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.50)%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">980,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">978,503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.34%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,277,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,280,404</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,693,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,694,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.45%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">811,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">812,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,171,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,174,648</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,326,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,329,909</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">371,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">371,623</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">788,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">789,324</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/13/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,880,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,885,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.40%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/14/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,311,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,315,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/14/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">317,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">317,326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.40%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/23/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,352,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,355,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/27/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">700,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">701,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,594,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,598,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,699,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,701,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,244,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,245,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">RBC
Capital Markets LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5/30/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">362,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">363,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/02/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,985,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,987,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/05/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">553,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">553,784</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/05/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">659,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">659,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/05/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">748,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">749,061</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/05/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,319,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,320,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,643,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,645,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,773,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,775,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">487,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">487,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,451,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,452,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">978,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">979,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">984,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">985,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,502,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,503,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">985,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">986,301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,193,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,197,218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,305,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,306,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,341,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,342,772</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,106,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,107,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,610,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,612,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,033,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,034,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,195,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,196,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,569,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,571,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,017,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,018,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,089,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,090,439</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,648,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,650,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,146,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,147,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,561,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,563,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">RBC
Capital Markets LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">644,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">645,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(1.75)%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/25/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">518,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">517,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/25/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">433,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">433,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/27/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">754,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">754,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">45<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 35 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 36 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reverse repurchase agreements outstanding as of August 31, 2014 were as follows (concluded):</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Interest<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Trade<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Maturity<BR> Date<SUP>1</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face<BR> Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Face Value<BR> Including<BR>
Accrued<BR> Interest</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/02/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;3,045,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;3,048,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/02/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,288,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,289,309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/02/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,544,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,548,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/07/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">776,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">777,429</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,689,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,692,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">843,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">843,733</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/09/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">992,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">993,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/10/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,292,544</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,293,627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">468,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">468,399</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">892,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">893,686</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/11/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">411,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">412,114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/15/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,208,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,208,966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,129,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,130,715</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,113,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">4,116,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,196,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,197,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/21/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,561,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,562,932</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/22/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">783,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">784,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">HSBC Securities (USA), Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/23/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,410,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,411,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/28/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,298,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,299,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/29/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,106,954</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,107,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/30/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,006,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,007,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">7/30/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">672,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">672,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BNP
Paribas Securities Corp.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/12/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">643,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">643,211</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BNP
Paribas Securities Corp.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/12/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">855,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">855,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup Global Markets, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.16%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/18/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/16/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,830,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">22,831,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/25/14</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">494,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">494,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">0.59%</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">8/28/14</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Open</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">843,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">843,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293,230,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">293,889,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 6pt; text-align: left"><SUP>1</TD>
<TD>Certain agreements have no stated maturity and can be terminated by either party at any time. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Financial futures contracts outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="10%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>Contracts<BR>Sold</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Issue</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Exchange</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Expiration</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="7" WIDTH="2%" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Notional<BR>
Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unrealized<BR>
Depreciation</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">(261)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="text-align: center">5-Year U.S. Treasury Note</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">December 2014</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">31,016,180</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(38,884</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">(153)</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="text-align: center">10-Year U.S. Treasury Note</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">December 2014</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">19,244,531</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(4,922</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px">(94)</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="text-align: center">Long U.S. Treasury Bond</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chicago Board of Trade</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">December 2014</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">USD</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">13,168,813</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(49,756</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="CENTER" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="text-align: center">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="text-align: center">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(93,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Forward foreign currency exchange contracts outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: top">
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Currency&nbsp;Purchased</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Currency&nbsp;Sold</B></B></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><B><B>Settlement<BR> Date</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD NOWRAP COLSPAN="3" STYLE="text-align: center; border-bottom: Black 1pt solid; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Unrealized<BR> Appreciation<BR> (Depreciation)</B></B></FONT></TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">257,000</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="width: 2%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; width: 5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">344,120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; width: 5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">State Street Bank and Trust Co.</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 3%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(6,335</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; width: 3%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">400,000</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">671,028</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">State Street Bank and Trust Co.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(7,226</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,520,636</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,638,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">UBS AG</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">15,856</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">266,479</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">197,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Bank PLC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,554</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">41,665</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">31,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas S.A.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">920</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,746</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">174</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,438,872</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">21,762,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase Bank N.A.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/21/14</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">836,242</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">42,197,808</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">GBP</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">24,696,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Bank of America N.A.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">10/21/14</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,214,671</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,061,856</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC options purchased as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Description</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Put/<BR> Call</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="7" WIDTH="2%" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Strike<BR> Price</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Expiration<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Contracts</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Market<BR> Value</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Marsico Parent Superholdco LLC</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs &amp; Co.</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Call</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="2%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="10%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">942.86</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">12/14/19</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">46</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
</TR></TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">46</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 36 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 37 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC interest rate swaptions purchased as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Description</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Put/<BR> Call</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Exercise<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Pay/Receive<BR> Exercise
Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating<BR> Rate Index</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Expiration<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Notional<BR> Amount<BR>
(000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Market<BR> Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 0; text-indent: 0; text-align: left">10-Year Interest Rate Swap</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse International</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Call</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2.40%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Receive</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3-month LIBOR</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/02/14</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,762</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">10-Year Interest Rate Swap</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Credit Suisse International</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Put</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3.45%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Pay</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3-month LIBOR</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">9/02/14</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">112,200</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC interest rate swaptions written as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Description</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Counterparty</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Put/<BR> Call</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Exercise<BR> Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Pay/Receive<BR> Exercise
Rate</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating<BR> Rate Index</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Expiration<BR> Date</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Notional<BR> Amount<BR>
(000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Market<BR> Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="margin-left: 0; text-indent: 0; text-align: left">10-Year Interest Rate Swap</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse International</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Call</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2.60%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Pay</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3-month LIBOR</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/02/14</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175,052</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">10-Year Interest Rate Swap</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Credit Suisse International</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Put</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3.10%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Receive</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3-month LIBOR</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">9/02/14</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">18,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC credit default swaps &#151; buy protection outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>

<P ALIGN="LEFT"></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP COLSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Issuer</B></FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Pay</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Fixed</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Rate</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Expiration</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Date</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Amount</B></FONT><BR>
<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Value</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Paid</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized</B></FONT><BR>
<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Depreciation</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Australia &amp; New Zealand Banking Group Ltd.</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.00%</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9/20/17</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$(12)</FONT></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="text-align: left">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(21</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)&nbsp;&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Westpac Banking Corp.</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.00%</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9/20/17</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(12)</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(22</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)&nbsp;&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT><BR></TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; text-indent: 0px">&nbsp;</TD>
    <TD COLSPAN="1">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 2px solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$(24)</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 2px solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(43</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)&nbsp;&nbsp;</FONT></TD></TR>
</TABLE>


<P STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">OTC interest rate swaps outstanding as of August 31, 2014 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"><TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Fixed</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> &nbsp;Rate</B></FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Rate</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Counterparty</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Expiration</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Date</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Amount</B></FONT><BR>
<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Value</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B> Received</B></FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized</B></FONT><BR>
<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Depreciation</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="1" STYLE="text-align: left; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.15%<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1-Day OIS</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1/04/16</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BRL</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: right">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">56,933</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="1" STYLE="text-align: left; border-bottom: Black 1pt solid; text-indent: 0px"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$(22,965)</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(872</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)&nbsp;&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;$</FONT></TD>
    <TD COLSPAN="1" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(22,093</FONT></TD>
    <TD NOWRAP COLSPAN="1" STYLE="border-bottom: Black 1pt solid; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)&nbsp;&nbsp;</FONT></TD></TR>
</TABLE>



<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 6pt; text-align: left"><SUP>1</TD>
<TD>Fund pays the floating rate and receives the fixed rate. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or rating group indexes, and/or as defined by investment advisor. These definitions may not apply
for purposes of this report, which may combine such industry sub-classifications for reporting ease.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; Various inputs are used in determining the fair value of investments and derivative financial
instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial statement
purposes as follows:</DIV></FONT></TD>
</TABLE>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets
that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are
observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and
default rates) or other market-corroborated inputs)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 4%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#149;</FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt" ALIGN="LEFT"  WIDTH="96%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments and derivative financial
instruments)</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1
measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair
value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value
hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is
significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right; width: 2%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="padding-bottom: 6pt">&nbsp;</TD>
     <TD STYLE="text-align: left; width: 98%; padding-bottom: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;s policy, transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred as of the
beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based on the
pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing
in those securities. For information about the Fund&#146;s policy regarding valuation of investments and derivative financial instruments, please refer
to Note 2 of the Notes to Financial Statements.</DIV></FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">47<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 37 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 38 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-bottom: 12pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt"></TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following tables summarize the Fund&#146;s investments and derivative financial instruments categorized in the disclosure
hierarchy as of August 31, 2014:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,551,910</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,208,254</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,748,166</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">6,508,330</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">33,022,541</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,418,405</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">47,440,946</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">390,026,239</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,907,388</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">398,933,627</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">271,706,309</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">33,197,391</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">304,903,700</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Foreign Agency Obligations </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,361,081</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">5,361,081</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70,391,162</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">70,391,162</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">U.S. Government Sponsored Agency Securities </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">35,365,556</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">35,365,556</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Other Interests </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">191,652</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,750</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">200,402</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Preferred Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12,330,897</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">59,272,021</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">71,602,918</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Warrants </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,419</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,419</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Short-Term Securities</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,390,390</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Option Purchased:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Interest rate contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,762</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,762</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(2,345</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(2,520</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;22,464,849</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;866,367,999</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;59,279,925</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;948,112,773</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>

<TR STYLE="vertical-align: bottom">
     <TD COLSPAN="17" STYLE="text-align: left"><HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"></TD></TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1</DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,075,417</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,075,417</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(43</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(13,561</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(13,561</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Interest rate contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;(93,562</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(197,145</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(290,707</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(93,562</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;1,864,668</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;1,771,106</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</TD>
<TD>Derivative financial instruments are swaps, financial futures contracts, forward foreign currency exchange contracts and options written. Swaps,
financial futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument
and options written are shown at value.
</TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement
purposes. As of August 31, 2014, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 8pt">
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Level
1</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Level 2</B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Level 3</B></B></FONT></TD>
<TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
<TD COLSPAN="3" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B><B>Total</B></B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 36%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD STYLE="width: 1%">&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 10%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 1%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">144,995</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">144,995</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged as collateral for OTC derivatives</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">90,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">90,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged for financial futures contracts</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">655,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">655,500</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency at value</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,365,114</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,365,114</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash received for reverse repurchase agreements</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(502,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(502,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Reverse repurchase agreements </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(293,889,726</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(293,889,726</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;2,263,609</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(294,391,726</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(292,128,117</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><FONT STYLE="font-size: 8pt">There were no
                                         transfers between Level 1 and Level 2 during the year ended August 31, 2014.</FONT></DIV></P>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">48</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-60349-sois PAGE POSITION: 38 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-60349-sois PAGE POSITION: 39 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (concluded)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT STYLE="font-size: 8pt">A reconciliation of Level 3 investments is presented when the Fund
                had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets.
                The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were
                used in determining fair value:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="LEFT" STYLE="color: Black; margin-top: 6pt; margin-bottom: 0pt"> <TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="30%" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Common<BR> Stocks</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Asset-Backed<BR>
Securities</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Corporate<BR> Bonds</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Floating Rate<BR> Loan
Interests</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Other<BR> Interests</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Unfunded<BR> Floating Rate<BR> Loan
Interests<BR> (Liabilities)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><B><B>Total</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Opening Balance, as of August 31, 2013 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,050,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">26,050,547</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">7,930,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">42,689,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">537,766</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">80,258,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers into Level 3<SUP>1</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,515,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">11,515,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfers out of Level 3<SUP>2</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(11,045,689</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(7,974,147</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(19,019,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accrued discounts/premiums</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(1,070,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">125,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(944,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">143,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,798</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">300,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">444,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
change in unrealized appreciation/depreciation<SUP>3,4</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(301,973</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">994,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">19,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(329,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,508,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"> (175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,890,711</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Purchases </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">12,821,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">957,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">16,027,358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">29,806,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sales</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(13,474,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(1,798</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(29,157,131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(3,037,781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(45,671,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Closing Balance, as of August 31, 2014</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">2,748,166</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">14,418,405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,907,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">33,197,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">8,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">59,279,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net
change in unrealized appreciation/depreciation on investments still held at August 31, 2014<SUP>4</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">800,426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,004,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">21,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(181,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">3,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">(175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">1,647,816</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</TD>
<TD>As of August 31, 2013, the Fund used observable inputs in determining the value of certain investments. As of August 31, 2014, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$11,515,493 transferred from Level 2 to Level 3 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</TD>
<TD>As of August 31, 2013, the Fund used significant unobservable inputs in determining the value of certain investments. As of August 31, 2014, the
Fund used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $19,019,836
transferred from Level 3 to Level 2 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>3</TD>
<TD>Included in the related net change in unrealized appreciation/depreciation in the Consolidated Statement of Operations. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>4</TD>
<TD>Any difference between Net change in unrealized appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments
still held at August 31, 2014 is generally due to investments no longer held or categorized as Level 3 at period end.</TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="center" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 8pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 8pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The Fund&#146;s investments that are categorized as Level 3 were valued utilizing third party pricing information without adjustment.
Such valuations are based on unobservable inputs. A significant change in third party information inputs could result in a significantly lower or
higher value of such Level 3 investments.</DIV></FONT></TD>
</TR></TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="1"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">49<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

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<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 1 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_006"></A><FONT color=gray>Statements of Assets and Liabilities</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>August 31, 2014<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BlackRock<BR> Limited<BR> Duration<BR>
Income Trust<BR> (BLW)<SUP>1</SUP></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments at value &#151; unaffiliated<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">183,818,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">813,078,886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">940,724,903</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments at value &#151; affiliated<SUP>3</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,958,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,456,864</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,390,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">103,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280,710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">144,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash pledged as collateral for OTC derivatives</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash pledged for financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">655,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash pledged as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments sold receivable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,253,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,878,942</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,071,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest receivable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,024,933</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,416,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,830,889</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized appreciation on forward foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79,213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">326,539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,075,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foreign currency at value<SUP>4</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,365,114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swaps receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">581,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Variation margin receivable on financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Principal paydowns receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swap premiums paid </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Deferred offering costs </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">68,634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">73,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prepaid expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,383</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Other assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">265,932</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total assets </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">189,649,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">825,581,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">977,318,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Liabilities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reverse repurchase agreements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,889,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank borrowings payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments purchased payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,896,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,841,567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,530,473</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investment advisory fees payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">153,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">507,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">450,114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Income dividends payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">72,153</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">121,913</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest expense payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175,044</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized depreciation on unfunded floating rate loan interests </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Officer&#146;s and Directors&#146; fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">335,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Options written at value<SUP>5</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swaps payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">563,947</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash received as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">502,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized depreciation on OTC derivatives </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">22,136</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized depreciation on forward foreign currency exchange contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Variation margin payable on financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swap premiums received </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offering costs payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">85,136</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">87,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Other accrued expenses payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">129,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">348,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">262,706</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total liabilities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">59,299,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">253,118,373</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">307,935,886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130,350,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">572,463,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">669,382,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets Consist of<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Paid-in capital<SUP>6,7,8</SUP> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128,319,712</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">660,033,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">703,327,827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">466,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(680,740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">553,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net realized gain (accumulated net realized loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,290,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(82,882,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(49,298,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net unrealized appreciation/depreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">274,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(4,007,708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,799,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130,350,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">572,463,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">669,382,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value per share</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.09</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>1</SUP>&nbsp;&nbsp;Consolidated Statement of Assets and Liabilities.<BR></DIV></FONT></TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
     <TD STYLE="padding-top: 6pt">&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="padding-top: 6pt">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>2</SUP>&nbsp;&nbsp;Investments at cost &#151; unaffiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;183,616,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;817,264,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;928,076,703</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>3</SUP>&nbsp;&nbsp;Investments at cost &#151; affiliated </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,958,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,456,864</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,390,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>4</SUP>&nbsp;&nbsp;Foreign currency at cost</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,381,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>5</SUP>&nbsp;&nbsp;Premiums received</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">187,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>6</SUP>&nbsp;&nbsp;Par value per share </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>7</SUP>&nbsp;&nbsp;Shares outstanding </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,044,041</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,232,488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,003,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 25px;  TEXT-INDENT:
-10px"><SUP>8</SUP>&nbsp;&nbsp;Shares authorized</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">unlimited</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200 million</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">unlimited</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">50</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 1 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 2 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_007"></A><FONT color=gray>Statements of Operations </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,
2014<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Defined<BR>
Opportunity<BR>
Credit Trust<BR> (BHL)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Limited<BR>
Duration<BR> Income Trust<BR> (BLW)<SUP>1</SUP></B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Investment Income<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,365,568</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">40,992,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53,823,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends &#151; unaffiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">104,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,174</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">422,173</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends &#151; affiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">199</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foreign taxes withheld</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,470,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">41,007,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">54,248,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Expenses<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investment advisory</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,778,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,893,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,269,157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Professional</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">105,408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">105,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,378</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Custodian</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">83,766</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">243,446</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">202,146</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accounting services</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">105,222</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfer agent</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">22,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80,545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Printing </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Officer and Directors</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">106,213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Registration </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,936</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,378</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offering </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">35,746</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Miscellaneous</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,852</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">58,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">115,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses excluding interest expense and income tax</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,088,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,594,373</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,166,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">428,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,916,702</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,419,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Income tax</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,078</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,516,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,521,153</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,586,002</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Less fees waived by Manager </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,253</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(5,339</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Less fees paid indirectly</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,516,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,519,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,580,603</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,953,558</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">32,487,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">46,667,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Realized and Unrealized Gain (Loss)<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain (loss) from:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 20px; text-indent: -10px">Investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,102,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,543,152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,733,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,449,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency transactions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(311,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,101,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,067,164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(235,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,835,061</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(2,923,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,555,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">606,314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,294,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation on:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,265,286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">522,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,152,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(213,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency translations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">374,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,661,973</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Options written </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(5,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(77,863</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(8,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded floating rate loan interests </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(10,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(48,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(10,908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,214,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">771,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,593,852</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">340,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,377,579</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,888,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Increase in Net Assets Resulting from Operations</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;7,294,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;33,865,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;65,555,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">

<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Consolidated Statement of Operations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">51<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 2 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 3 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_008"></A><FONT color=gray>Statements of Changes in Net Assets </FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="6" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=6 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended August 31,</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2014</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2013</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Operations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,953,558</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,859,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,555,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,251,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,214,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(578,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,294,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,531,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dividends to Shareholders From<SUP>1</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(7,542,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(7,633,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Capital Share Transactions<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reinvestment of dividends </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">246,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total increase (decrease) in net assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(248,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,144,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beginning of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">130,599,176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">127,454,593</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">End of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,350,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,599,176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">466,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,357,213</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends for annual periods determined in accordance with federal
income tax regulations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">52</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Statements of Changes in Net Assets </FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="border-top: gray 4pt solid; text-align: right; font: 10pt Arial, Helvetica, Sans-Serif; vertical-align: top"><B><FONT
color=gray>BlackRock Floating Rate Income Strategies Fund,&nbsp;Inc.&nbsp;(FRA)</FONT></B></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="6" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=6 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended August 31,</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2014</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2013</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Operations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32,487,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">35,052,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">606,314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,417,374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">771,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,626,772</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">33,865,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">47,843,497</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dividends to Shareholders From<SUP>1</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(33,203,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(34,814,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Capital Share Transactions<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Proceeds issued resulting from reorganization</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280,530,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reinvestment of dividends</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,252,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets derived from capital share transactions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">281,782,769</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total increase in net assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">661,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">294,812,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beginning of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">571,802,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">276,990,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">End of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;572,463,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;571,802,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income (loss), end of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(680,740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,191,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends for annual periods determined in accordance with federal
income tax regulations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">53<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 4 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 5 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Statements of Changes in Net Assets </FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><FONT
color=gray><B>BlackRock Limited
Duration Income Trust (BLW)</B></FONT><BR></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="6" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=6 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended August 31,</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2014</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2013</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Operations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46,667,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,146,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,294,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,966,288</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,593,852</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(7,037,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">65,555,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">57,075,138</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dividends to Shareholders From<SUP>1</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(45,292,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(51,220,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Capital Share Transactions<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reinvestment of dividends </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">873,743</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total increase in net assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20,262,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,728,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beginning of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">649,119,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">642,391,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">End of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;669,382,397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;649,119,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">553,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,778,403</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends for annual periods determined in accordance with federal
income tax regulations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">54</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_009"></A><FONT color=gray>Statements of Cash Flows </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray>&nbsp;<BR></FONT></B></TD></TR>
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     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
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     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center">&nbsp;</TD></TR>
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     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,
2014<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Defined<BR>
Opportunity<BR>
Credit Trust<BR> (BHL)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Limited<BR>
Duration<BR> Income Trust<BR> (BLW)<SUP>1</SUP></B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Provided by Operating Activities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,294,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,865,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65,555,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Adjustments to reconcile net increase in net assets resulting from operations to net cash provided by operating activities:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">(Increase) decrease in interest receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">239,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(260,667</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">(Increase) decrease in swaps receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,407</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">54,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(493,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in cash pledged for centrally cleared swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">60,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in cash pledged for financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(489,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in cash pledged as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,042,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">(Increase) decrease in cash pledged as collateral for OTC derivatives</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(400,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">960,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">600,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in other assets </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(38,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(47,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">(Increase) decrease in prepaid expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,528</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,446</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in variation margin receivable on financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(23,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in dividends receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in swap premiums paid </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in investment advisory fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,151</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in interest expense payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206,329</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase (decrease) in other accrued expenses payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(7,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(107,376</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in swaps payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">563,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in variation margin payable on financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in Officer&#146;s and Directors&#146; fees payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in swap premiums received </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(208,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,249,424</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,070,003</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in variation margin payable on centrally cleared swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in cash received as collateral for reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">502,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain on investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,934,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,621,021</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(11,832,955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net unrealized (gain) loss on investments, options written, swaps, foreign currency translations and unfunded floating rate loan
interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,214,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(822,545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(14,759,719</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amortization of premium and accretion of discount on investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(402,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,029,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,207,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Premiums received from options written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">187,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Proceeds from sales of long-term investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">109,567,484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">473,101,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">548,002,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Purchases of long-term investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(112,922,468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(489,616,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(555,483,260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net proceeds from purchases of short-term securities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,660,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(2,549,221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(6,206,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net cash provided by operating activities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">641,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,466,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">26,353,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Used for Financing Activities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Proceeds from bank borrowings</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">328,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Payments on bank borrowings</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(73,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(307,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net borrowing of reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20,336,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Payments for offering costs</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(19,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(24,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amortization of deferred offering costs</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">35,746</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash dividends paid to shareholders</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(7,535,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(33,189,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(45,283,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Decrease in bank overdraft</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(444,474</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net cash used for financing activities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,535,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(12,172,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(25,378,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Impact from Foreign Exchange Fluctuations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash impact from foreign exchange fluctuations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">318</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(12,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash and Foreign Currency<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in cash and foreign currency</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(894,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,706,708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">962,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash and foreign currency at beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,005,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,014,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">547,586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash and foreign currency at end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">111,424</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">307,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,510,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Disclosure of Cash Flow Information<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash paid during the period for interest</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">425,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,903,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,213,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Consolidated Statement of Cash Flows.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">55<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 6 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 7 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_010"></A><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR>
</TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="19" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=18 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended August 31,</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2014</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2013</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2012</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2011</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2010</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.53</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income<SUP>1</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.77</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.30</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase from investment operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.72</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends from net investment income<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.83</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.70</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.84</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.77</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.65</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Return<SUP>3</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.98%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8.52%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.94%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.93%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.39%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.75%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.82%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.12%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.17%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23.33%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratio to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.02%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.02%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.90%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.60%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.58%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.61%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.71%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.65%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.31%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.04%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.24%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.10%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.40%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;127,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;118,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;122,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of year (000) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,384</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover rate</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">85%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of year per $1,000 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>2</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends for annual periods determined in accordance with federal
income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>3</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Total returns based on market price, which can be significantly
greater or less than the net asset value, may result in substantially different returns. Where applicable, excludes the effects of any sales charges
and assumes the reinvestment of dividends and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>4</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">For the years ended August 31, 2013 and August 31, 2012, the total
expense ratio after fees waived and paid indirectly and excluding interest expense and borrowing costs was 1.57% and 1.52%, respectively.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">56</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 7 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 8 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc. (FRA)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="18" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=18 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended August 31,</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2014<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2013<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2012<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2011</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2010</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.99</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.91</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.42</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.48</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase from investment operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.91</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.39</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends and distributions from:<SUP>3</SUP><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net investment income </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.06</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.02</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total dividends and distributions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.92</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.20</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.61</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Return<SUP>4</SUP>&nbsp;&nbsp;<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.45%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9.68%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.04%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.33%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.28%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21.74%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2.91)%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27.59%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratio to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.48%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.54%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.67%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>6</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.60%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.45%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.48%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.52%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.67%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>6</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.60%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.45%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense and income tax</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.15%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.15%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>5,7</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.35%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>6,7</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.30%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.22%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.65%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.49%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.67%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.44%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.43%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;572,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;571,802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;276,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;259,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;264,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of year (000) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">214,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">117,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">210,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">201,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover rate</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">58%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of year per $1,000 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Consolidated Financial Highlights.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>2</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>3</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends and distributions for annual periods determined in
accordance with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>4</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Total returns based on market price, which can be significantly
greater or less than the net asset value, may result in substantially different returns. Where applicable, excludes the effects of any sales charges
and assumes the reinvestment of dividends and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>5</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes reorganization costs. Without these costs, total
expenses, total expenses after fees waived and paid indirectly and total expenses after fees waived and paid indirectly and excluding interest expense
would have been 1.52%, 1.52% and 1.15%, respectively.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>6</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes reorganization costs. Without these costs, total
expenses, total expenses after fees waived and paid indirectly and total expenses after fees waived and paid indirectly and excluding interest expense
would have been 1.61%, 1.61% and 1.29%, respectively.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>7</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">For the years ended August 31, 2013 and August 31, 2012, the total
expense ratio after fees waived and paid indirectly, excluding interest expense and borrowing costs, was 1.14% and 1.26%, respectively.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">57<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-60349-financials PAGE POSITION: 8 -->
<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-60349-financials PAGE POSITION: 9 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD COLSPAN="18" NOWRAP STYLE="text-align: center">&nbsp;</TD>
     <TD STYLE="text-align: center">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=18 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD STYLE="padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD STYLE="padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD STYLE="padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>2014<SUP>1</SUP></B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>2013<SUP>1</SUP></B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>2012<SUP>1</SUP></B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>2011</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD>
     <TD NOWRAP STYLE="text-align: center; padding-bottom: 3pt"><B>2010</B></TD>
     <TD STYLE="text-align: center; padding-bottom: 3pt"><B>&nbsp;</B></TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.54</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.30</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.31</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.25</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.88</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.37</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.62</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase from investment operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.77</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends from net investment income<SUP>3</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.22</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.39</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.24</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.09</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.54</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.81</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.00</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.76</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Return<SUP>4</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10.77%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9.13%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.86%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.85%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19.00%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.89%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.47%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21.68%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.77%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26.04%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratio to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.14%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.12%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.05%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.01%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.82%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.14%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.12%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.05%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.00%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.81%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.90%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.89%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.73%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.00%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.34%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.82%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.75%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.90%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM"><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="23" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;669,382</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;649,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;642,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;609,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;619,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of year (000) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">273,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">296,476</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">123,233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the year (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">301,214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">242,396</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">191,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover rate</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">57%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">54%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">106%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>5</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">248%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"> <SUP>6</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of year per $1,000 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,167</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,026</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Consolidated Financial Highlights.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>2</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>3</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Dividends for annual periods determined in accordance with federal
income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>4</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Total returns based on market price, which can be significantly
greater or less than the net asset value, may result in substantially different returns. Where applicable, excludes the effects of any sales charges
and assumes the reinvestment of dividends and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>5</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes mortgage dollar roll transactions. Excluding these
transactions, the portfolio turnover rate would have been 87%.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>6</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes mortgage dollar roll transactions. Excluding these
transactions, the portfolio turnover rate would have been 113%.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">58</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

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<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_011"></A><FONT color=gray>Notes to Financial Statements </FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>1. Organization:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock Defined Opportunity Credit Trust (&#147;BHL&#148;),
BlackRock Floating Rate Income Strategies Fund, Inc. (&#147;FRA&#148;) and BlackRock Limited Duration Income Trust (&#147;BLW&#148;) (collectively, the
&#147;Funds&#148; or individually as a &#147;Fund&#148;) are registered under the 1940 Act, as diversified, closed-end management investment companies.
BHL and BLW are organized as Delaware statutory trusts. FRA is organized as a Maryland corporation. The Boards of Directors and Boards of Trustees of
the Funds are collectively referred to throughout this report as the &#147;Board of Directors&#148; or the &#147;Board,&#148; and the
directors/trustees thereof are collectively referred to throughout this report as &#147;Directors&#148;. The Funds determine and make available for
publication the NAVs of their Common Shares on a daily basis.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Reorganizations:</B> The Board and shareholders of FRA and the
Board and shareholders of each of BlackRock Diversified Strategies Fund, Inc. (&#147;DVF&#148;) and BlackRock Floating Rate Income Strategies Fund II,
Inc., (&#147;FRB&#148;) (individually, a &#147;Target Fund&#148; and collectively the &#147;Target Funds&#148;) approved the reorganizations of each
Target Fund into FRA pursuant to which FRA acquired substantially all of the assets and substantially all of the liabilities of each Target Fund in
exchange for an equal aggregate value of newly-issued shares of FRA.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Common Shareholder of a Target Fund received shares of FRA in
an amount equal to the aggregate net asset value of such Common Shareholder&#146;s Target Fund shares, as determined at the close of business on
October 5, 2012, less the costs of the Target Fund&#146;s reorganization. Cash was distributed for any fractional shares.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The reorganizations were accomplished by a tax-free exchange of
Common Shares of FRA in the following amounts and at the following conversion ratios:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Fund<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Shares Prior to<BR>
Reorganization</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Conversion<BR> Ratio</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Shares of<BR> FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRB
</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,585,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.91462449</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,681,549</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">DVF </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,405,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.72423797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,984,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Target Fund&#146;s net assets and composition of net assets
on October 5, 2012, the valuation date of the reorganization, were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=7 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Funds</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRB</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>DVF</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
assets </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145,503,247</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">135,026,897</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Paid-in capital </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">199,203,523</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">228,382,425</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Undistributed (distributions in excess of) net investment income </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(164,508</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(88,960</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Accumulated net realized loss </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(54,909,880</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(89,378,206</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net unrealized appreciation (depreciation) </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,374,112</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(3,888,362</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For financial reporting purposes, assets received and shares
issued by FRA were recorded at fair value. However, the cost basis of the investments received from the Target Funds were carried forward to align
ongoing reporting of FRA&#146;s realized and unrealized gains and losses with amounts distributable to shareholders for tax purposes.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The net assets of the FRA before the acquisition were
$278,016,037. The aggregate net assets of FRA immediately after the acquisition amounted to $558,546,181. Each Target Fund&#146;s fair value and cost
of investments prior to the reorganization were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Fund<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Fair Value of<BR>
Investments</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cost of<BR> Investments</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRB
</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">220,588,307</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219,010,017</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">DVF </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">206,051,284</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">209,710,937</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The purpose of these transactions was to combine three funds
managed by the Manager with the same or substantially similar (but not identical) investment objectives, investment policies, strategies, risks and
restrictions. Each reorganization was a tax-free event and was effective on October 8, 2012.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Assuming the acquisition had been completed on September 1, 2012,
the beginning of the fiscal reporting period of FRA, the pro forma results of operations for the year ended August 31, 2013 are as
follows:</FONT></DIV></P>
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<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net investment income: $36,549,895</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net realized and change in unrealized gain/loss on investments:
$15,835,377</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net increase/decrease in net assets resulting from operations:
$52,385,271</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Because the combined investment portfolios have been managed as a
single integrated portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of the Target
Funds that have been included in FRA&#146;s Statement of Operations since October 8, 2012.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">59<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Reorganization costs incurred in connection with the
reorganization were expensed by FRA. BlackRock Advisors, LLC (the &#147;Manager&#148;) reimbursed FRA $100,000, which was shown as fees reimbursed by
Manager in the Statements of Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Basis of Consolidation:</B> The accompanying consolidated
financial statements of FRA and BLW include the accounts of FRA Subsidiary, LLC and BLW Subsidiary, LLC (the &#147;Taxable Subsidiaries&#148;), which
are wholly owned taxable subsidiaries of the respective Fund. The Taxable Subsidiaries enable the Funds to hold investments in an operating company and
satisfy Regulated Investment Company (&#147;RIC&#148;) tax requirements. Income earned and gains realized on the investments held by the Taxable
Subsidiaries are taxable to such subsidiary. A tax provision for income, if any, is shown as income tax in the Consolidated Statements of Operations
for the Funds. A tax provision for realized and unrealized gains, if any, is included as a reduction of realized and/or unrealized gain (loss) in the
Consolidated Statement of Operations for the Funds. The Funds may invest up to 25% of its total assets in the Taxable Subsidiaries. The net assets of
the Taxable Subsidiaries at August 31, 2014 were $2,285,549 and $272,159 or 0.4% and 0.0% of FRA&#146;s and BLW&#146;s consolidated net assets,
respectively. Intercompany accounts and transactions, if any, have been eliminated. The Taxable Subsidiaries are subject to the same investment
policies and restrictions that apply to the Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>2. Significant Accounting Policies:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds&#146; financial statements are prepared in conformity
with accounting principles generally accepted in the United States of America (&#147;U.S. GAAP&#148;), which may require management to make estimates
and assumptions that affect the reported amounts of assets and liabilities in the financial statements and the reported amounts of increases and
decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. Each Fund is considered an
investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The following is a summary of
significant accounting policies followed by the Funds:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Valuation</B>: U.S. GAAP defines fair value as the price the
Funds would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The
Funds determine the fair values of their financial instruments at market value using independent dealers or pricing services under policies approved by
the Board. The BlackRock Global Valuation Methodologies Committee (the &#147;Global Valuation Committee&#148;) is the committee formed by management to
develop global pricing policies and procedures and to provide oversight of the pricing function for the Funds for all financial
instruments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Bond investments are valued on the basis of last available bid
prices or current market quotations provided by dealers or pricing services. Floating rate loan interests are valued at the mean of the bid prices from
one or more brokers or dealers as obtained from a pricing service. In determining the value of a particular investment, pricing services may use
certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions in comparable
investments, various relationships observed in the market between investments and calculated yield measures. Asset-backed and mortgage-backed
securities are valued by independent pricing services using models that consider estimated cash flows of each tranche of the security, establish a
benchmark yield and develop an estimated tranche-specific spread to the benchmark yield based on the unique attributes of the tranche. Financial
futures contracts traded on exchanges are valued at their last sale price. Swap agreements are valued utilizing quotes received daily by the
Funds&#146; pricing service or through brokers, which are derived using daily swap curves and models that incorporate a number of market data factors,
such as discounted cash flows, trades and values of the underlying reference instruments. Certain centrally cleared swaps are valued at the price
determined by the relevant exchange or clearinghouse. Investments in open-end registered investment companies are valued at NAV each business
day.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Municipal investments (including commitments to purchase such
investments on a &#147;when-issued&#148; basis) are valued on the basis of prices provided by dealers or pricing services. In determining the value of
a particular investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers,
pricing matrixes, market transactions in comparable investments and information with respect to various relationships between
investments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Equity investments traded on a recognized securities exchange or
the NASDAQ Stock Market (&#147;NASDAQ&#148;) are valued at the last reported sale price that day or the NASDAQ official closing price, if applicable.
For equity investments traded on more than one exchange, the last reported sale price on the exchange where the stock is primarily traded is used.
Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last available bid (long positions) or
ask (short positions) price.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Securities and other assets and liabilities denominated in foreign
currencies are translated into U.S. dollars using exchange rates determined as of the close of business on the New York Stock Exchange
(&#147;NYSE&#148;). Forward foreign currency exchange contracts are valued at the mean between the bid and ask prices and are determined as of the
close of business on the NYSE. Interpolated values are derived when the settlement date of the contract is an interim date for which quotations are not
available.</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Exchange-traded options are valued at the mean between the last
bid and ask prices at the close of the options market in which the options trade. An exchange-traded option for which there is no mean price is valued
at the last bid (long positions) or ask (short positions) price. If no bid or ask price is available, the prior day&#146;s price will be used, unless
it is determined that the prior day&#146;s price no longer reflects the fair value of the option. Over-the-counter (&#147;OTC&#148;) options are valued
by an independent pricing service using a mathematical model, which incorporates a number of market data factors, such as the trades and prices of the
underlying instruments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In the event that the application of these methods of valuation
results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available,
the investment will be valued by the Global Valuation Committee, or its delegate, in accordance with a policy approved by the Board as reflecting fair
value (&#147;Fair Value Assets&#148;). When determining the price for Fair Value Assets, the Global Valuation Committee, or its delegate, seeks to
determine the price that each Fund might reasonably expect to receive from the current sale of that asset in an arm&#146;s-length transaction. Fair
value determinations shall be based upon all available factors that the Global Valuation Committee, or its delegate, deems relevant consistent with the
principles of fair value measurement, which include the market approach, income approach and/or in the case of recent investments, the cost approach,
as appropriate. The market approach generally consists of using comparable market transactions. The income approach generally is used to discount
future cash flows to present value and is adjusted for liquidity as appropriate. These factors include but are not limited to: (i) attributes specific
to the investment or asset; (ii) the principal market for the investment or asset; (iii) the customary participants in the principal market for the
investment or asset; (iv) data assumptions by market participants for the investment or asset, if reasonably available; (v) quoted prices for similar
investments or assets in active markets; and (vi) other factors, such as future cash flows, interest rates, yield curves, volatilities, prepayment
speeds, loss severities, credit risks, recovery rates, liquidation amounts and/or default rates. Due to the inherent uncertainty of valuations of such
investments, the fair values may differ from the values that would have been used had an active market existed. The Global Valuation Committee, or its
delegate, employs various methods for calibrating valuation approaches for investments where an active market does not exist, including regular due
diligence of the Funds&#146; pricing vendors, regular reviews of key inputs and assumptions, transactional back-testing or disposition analysis to
compare unrealized gains and losses to realized gains and losses, reviews of missing or stale prices and large movements in market values and reviews
of any market related activity. The pricing of all Fair Value Assets is subsequently reported to the Board or a committee thereof on a quarterly
basis.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Generally, trading in foreign instruments is substantially
completed each day at various times prior to the close of business on the NYSE. Occasionally, events affecting the values of such instruments may occur
between the foreign market close and the close of business on the NYSE that may not be reflected in the computation of the Fund&#146;s net assets. If
events (e.g., a company announcement, market volatility or a natural disaster) occur during such periods that are expected to materially affect the
value of such instruments, those instruments may be Fair Value Assets and be valued at their fair value, as determined in good faith by the Global
Valuation Committee, or its delegate, using a pricing service and/or policies approved by the Board.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Foreign Currency:</B> The Funds&#146; books and records are
maintained in U.S. dollars. Purchases and sales of investment securities are recorded at the rates of exchange prevailing on the respective date of
such transactions. Generally, when the U.S. dollar rises in value against a foreign currency, the Funds&#146; investments denominated in that currency
will lose value because that currency is worth fewer U.S. dollars; the opposite effect occurs if the U.S. dollar falls in relative
value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds do not isolate the portion of the results of operations
arising as a result of changes in the foreign exchange rates from the changes in the market prices of investments held or sold for financial reporting
purposes. Accordingly, the effects of changes in foreign currency exchange rates on investments are not segregated in the Statements of Operations from
the effects of changes in market prices of those investments but are included as a component of net realized and unrealized gain (loss) from
investments. The Funds report realized currency gains (losses) on foreign currency related transactions as components of net realized gain (loss) for
financial reporting purposes, whereas such components are generally treated as ordinary income for federal income tax purposes.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Segregation and Collateralization:</B> In cases where a Fund
enters into certain investments (e.g., financial futures contracts, forward foreign currency exchange contracts, options written and swaps) or certain
borrowings (e.g., reverse repurchase transactions) that would be &#147;senior securities&#148; for 1940 Act purposes, the Fund may segregate or
designate on its books and records cash or liquid securities having a market value at least equal to the amount of the Fund&#146;s future obligations
under such investments or borrowings. Doing so allows the investment or borrowings to be excluded from treatment as a &#147;senior security.&#148;
Furthermore, if required by an exchange or counterparty agreement, the Fund may be required to deliver/deposit cash and/or securities to/with an
exchange, or broker-dealer or custodian as collateral for certain investments or obligations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Investment Transactions and Investment Income:</B> For
financial reporting purposes, investment transactions are recorded on the dates the transactions are entered into (the trade dates). Realized gains and
losses on investment transactions are determined on the identified cost basis. Dividend income is recorded on the ex-dividend date. Dividends from
foreign securities where the ex-dividend date may have passed are subsequently recorded when the Fund is informed of the ex-dividend date. Under the
applicable foreign tax laws, a withholding tax at various rates may be imposed on capital gains, dividends and interest. Upon notification from
issuers, some of the dividend income received from a real estate investment trust may be redesignated as a reduction of cost of the related investment
and/or realized gain. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized on the accrual
basis.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">61<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Dividends and Distributions:</B> Dividends from net investment
income are declared and paid monthly. Distributions of capital gains are recorded on the ex-dividend date. The character and timing of dividends and
distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Deferred Compensation Plan:</B> Under the Deferred Compensation
Plan (the &#147;Plan&#148;) approved by each Fund&#146;s Board, the independent Directors (&#147;Independent Directors&#148;) may defer a portion of
their annual complex-wide compensation. Deferred amounts earn an approximate return as though equivalent dollar amounts had been invested in common
shares of certain other BlackRock Closed-End Funds selected by the Independent Directors. This has the same economic effect for the Independent
Directors as if the Independent Directors had invested the deferred amounts directly in certain other BlackRock Closed-End Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Plan is not funded and obligations thereunder represent
general unsecured claims against the general assets of each Fund. Deferred compensation liabilities are included in officer&#146;s and directors&#146;
fees payable in the Statements of Assets and Liabilities and will remain as a liability of the Funds until such amounts are distributed in accordance
with the Plan.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Recent Accounting Standard:</B> In June 2014, the Financial
Accounting Standards Board issued guidance to improve the financial reporting of reverse repurchase agreements and other similar transactions. The
guidance will require expanded disclosure for entities that enter into reverse repurchase agreements and similar transactions accounted for as secured
borrowings. It is effective for financial statements with fiscal years beginning on or after December 15, 2014 and interim periods within those fiscal
years. Management is evaluating the impact, if any, of this guidance on the Funds&#146; financial statement disclosures.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Other:</B> Expenses directly related to a Fund are charged to
that Fund. Other operating expenses shared by several funds are pro-rated among those funds on the basis of relative net assets or other appropriate
methods.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds have an arrangement with the custodian whereby fees may
be reduced by credits earned on uninvested cash balances, which, if applicable, are shown as fees paid indirectly in the Statements of Operations. The
custodian imposes fees on overdrawn cash balances, which can be offset by accumulated credits earned or may result in additional custody
charges.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>3. Securities and Other Investments:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Asset-Backed and Mortgage-Backed Securities:</B> The Funds may
invest in asset-backed securities. Asset-backed securities are generally issued as pass-through certificates, which represent undivided fractional
ownership interests in an underlying pool of assets, or as debt instruments, which are also known as collateralized obligations, and are generally
issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities
are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed
securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at
any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in
increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect
to an asset-backed security subject to such a prepayment feature will have the effect of shortening the maturity of the security. In addition, the
Funds may subsequently have to reinvest the proceeds at lower interest rates. If the Funds have purchased such an asset-backed security at a premium, a
faster than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may purchase certain mortgage pass-through securities.
There are a number of important differences among the agencies and instrumentalities of the U.S. government that issue mortgage-related securities and
among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of
principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related
securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely
the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States, but are supported by
the right of the issuer to borrow from the Treasury.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Collateralized Debt Obligations:</B> Certain Funds may invest
in collateralized debt obligations (&#147;CDOs&#148;), which include collateralized bond obligations (&#147;CBOs&#148;) and collateralized loan
obligations (&#147;CLOs&#148;). CBOs and CLOs are types of asset-backed securities. A CDO is an entity that is backed by a diversified pool of debt
securities (CBOs) or syndicated bank loans (CLOs). The cash flows of the CDO can be split into multiple segments, called &#147;tranches,&#148; which
will vary in risk profile and yield. The riskiest segment is the subordinated or &#147;equity&#148; tranche. This tranche bears the greatest risk of
defaults from the underlying assets in the CDO and serves to protect the other, more senior, tranches from default in all but the most severe
circumstances. Since it is shielded from defaults by the more junior tranches, a &#147;senior&#148; tranche will typically have higher credit ratings
and lower yields than their underlying securities, and often receive investment grade ratings from one or more of the nationally recognized rating
agencies. Despite the protection from the more junior tranches, senior tranches can experience substantial losses due to actual defaults, increased
sensitivity to future defaults and the disappearance of one or more protecting tranches as a result of changes in the credit profile of the underlying
pool of assets.</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Multiple Class Pass-Through Securities:</B> Certain Funds may
invest in multiple class pass-through securities, including collateralized mortgage obligations (&#147;CMOs&#148;) and commercial mortgage-backed
securities. These multiple class securities may be issued by Ginnie Mae, U.S. government agencies or instrumentalities or by trusts formed by private
originators of, or investors in, mortgage loans. In general, CMOs are debt obligations of a legal entity that are collateralized by, and multiple class
pass-through securities represent direct ownership interests in, a pool of residential or commercial mortgage loans or mortgage pass-through securities
(the &#147;Mortgage Assets&#148;), the payments on which are used to make payments on the CMOs or multiple pass-through securities. Classes of CMOs
include interest only (&#147;IOs&#148;), principal only (&#147;POs&#148;), planned amortization classes and targeted amortization classes. IOs and POs
are stripped mortgage-backed securities representing interests in a pool of mortgages, the cash flow from which has been separated into interest and
principal components. IOs receive the interest portion of the cash flow while POs receive the principal portion. IOs and POs can be extremely volatile
in response to changes in interest rates. As interest rates rise and fall, the value of IOs tends to move in the same direction as interest rates. POs
perform best when prepayments on the underlying mortgages rise since this increases the rate at which the principal is returned and the yield to
maturity on the PO. When payments on mortgages underlying a PO are slower than anticipated, the life of the PO is lengthened and the yield to maturity
is reduced. If the underlying Mortgage Assets experience greater than anticipated pre-payments of principal, the Fund may not fully recoup its initial
investment in IOs.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Stripped Mortgage-Backed Securities:</B> Certain Funds may
invest in stripped mortgage-backed securities issued by the U.S. government, its agencies and instrumentalities. Stripped mortgage-backed securities
are usually structured with two classes that receive different proportions of the interest (IOs) and principal (POs) distributions on a pool of
Mortgage Assets. The Funds also may invest in stripped mortgage-backed securities that are privately issued.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Zero-Coupon Bonds:</B> Certain Funds may invest in zero-coupon
bonds, which are normally issued at a significant discount from face value and do not provide for periodic interest payments. Zero-coupon bonds may
experience greater volatility in market value than similar maturity debt obligations which provide for regular interest payments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Capital Trusts and Trust Preferred Securities:</B> Certain
Funds may invest in capital trusts and/or trust preferred securities. These securities are typically issued by corporations, generally in the form of
interest-bearing notes with preferred securities characteristics, or by an affiliated business trust of a corporation, generally in the form of
beneficial interests in subordinated debentures or similarly structured securities. The securities can be structured as either fixed or adjustable
coupon securities that can have either a perpetual or stated maturity date. For trust preferred securities, the issuing bank or corporation will pay
interest to the trust, which will then be distributed to holders of the trust preferred securities as a dividend. Dividends can be deferred without
creating an event of default or acceleration, although maturity cannot take place unless all cumulative payment obligations have been met. The deferral
of payments does not affect the purchase or sale of these securities in the open market. Payments on these securities are treated as interest rather
than dividends for federal income tax purposes. These securities generally are rated below that of the issuing company&#146;s senior debt securities
and are freely callable at the issuer&#146;s option.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Preferred Stock:</B> Certain Funds may invest in preferred
stock. Preferred stock has a preference over common stock in liquidation (and generally in receiving dividends as well) but is subordinated to the
liabilities of the issuer in all respects. As a general rule, the market value of preferred stock with a fixed dividend rate and no conversion element
varies inversely with interest rates and perceived credit risk, while the market price of convertible preferred stock generally also reflects some
element of conversion value. Because preferred stock is junior to debt securities and other obligations of the issuer, deterioration in the credit
quality of the issuer will cause greater changes in the value of a preferred stock than in a more senior debt security with similar stated yield
characteristics. Unlike interest payments on debt securities, preferred stock dividends are payable only if declared by the issuer&#146;s board of
directors. Preferred stock also may be subject to optional or mandatory redemption provisions.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Floating Rate Loan Interests:</B> The Funds may invest in
floating rate loan interests. The floating rate loan interests held by the Funds are typically issued to companies (the &#147;borrower&#148;) by banks,
other financial institutions, and privately and publicly offered corporations (the &#147;lender&#148;). Floating rate loan interests are generally
non-investment grade, often involve borrowers whose financial condition is troubled or uncertain and companies that are highly leveraged. The Funds may
invest in obligations of borrowers who are in bankruptcy proceedings. Floating rate loan interests may include fully funded term loans or revolving
lines of credit. Floating rate loan interests are typically senior in the corporate capital structure of the borrower. Floating rate loan interests
generally pay interest at rates that are periodically determined by reference to a base lending rate plus a premium. The base lending rates are
generally the lending rate offered by one or more European banks, such as the London Interbank Offered Rate (&#147;LIBOR&#148;), the prime rate offered
by one or more U.S. banks or the certificate of deposit rate. Floating rate loan interests may involve foreign borrowers, and investments may be
denominated in foreign currencies. The Funds consider these investments to be investments in debt securities for purposes of its investment
policies.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">When the Funds purchase a floating rate loan interest they may
receive a facility fee and when they sell a floating rate loan interest they may pay a facility fee. On an ongoing basis, the Funds may receive a
commitment fee based on the undrawn portion of the underlying line of credit amount of a floating rate loan interest. Facility and commitment fees are
typically amortized to income over the term of the loan or term of the commitment, respectively. Consent and amendment fees are recorded to income as
earned. Prepayment penalty fees, which may be received by the Funds upon the prepayment of a floating rate loan interest by a borrower, are recorded as
realized gains. The Funds may invest in multiple series or tranches of a loan. A different series or tranche may have varying terms and carry different
associated risks.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">63<BR></TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Floating rate loan interests are usually freely callable at the
borrower&#146;s option. The Funds may invest in such loans in the form of participations in loans (&#147;Participations&#148;) or assignments
(&#147;Assignments&#148;) of all or a portion of loans from third parties. Participations typically will result in the Funds having a contractual
relationship only with the lender, not with the borrower. The Funds will have the right to receive payments of principal, interest and any fees to
which they are entitled only from the lender selling the Participation and only upon receipt by the lender of the payments from the borrower. In
connection with purchasing Participations, the Funds generally will have no right to enforce compliance by the borrower with the terms of the loan
agreement, nor any rights of offset against the borrower, and the Funds may not benefit directly from any collateral supporting the loan in which they
have purchased the Participation. As a result, the Funds will assume the credit risk of both the borrower and the lender that is selling the
Participation. The Funds&#146; investment in loan participation interests involves the risk of insolvency of the financial intermediaries who are
parties to the transactions. In the event of the insolvency of the lender selling the Participation, the Funds may be treated as a general creditor of
the lender and may not benefit from any offset between the lender and the borrower. Assignments typically result in the Funds having a direct
contractual relationship with the borrower, and the Funds may enforce compliance by the borrower with the terms of the loan agreement.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In connection with floating rate loan interests, the Funds may
also enter into unfunded floating rate loan interests (&#147;commitments&#148;). In connection with these commitments, the Funds earn a commitment fee,
typically set as a percentage of the commitment amount. Such fee income, which is included in interest income in the Statements of Operations, is
recognized ratably over the commitment period. Unfunded floating rate loan interests are marked-to-market daily, and any unrealized appreciation or
depreciation is included in the Statements of Assets and Liabilities and Statements of Operations. As of August 31, 2014, the Funds had the following
unfunded floating rate loan interests:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="27.5%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" WIDTH="40%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Borrower<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Unfunded<BR> Floating Rate<BR> Loan
Interest</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Value of<BR> Underlying<BR> Floating
Rate<BR> Loan Interest</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Unrealized<BR>
Depreciation</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BHL </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allied Security Holdings LLC, 1st Lien Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">233,913</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">232,014</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allied Security Holdings LLC, 2nd Lien Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Polymer Group, Inc., Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ziggo BV, Term Loan B2A</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ziggo BV, Term Loan B3</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">246,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">241,709</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,319</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FRA </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allied Security Holdings LLC, 1st Lien Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030,266</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,021,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(10,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 40%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allied Security Holdings LLC, 2nd Lien Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">157,518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,666</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Polymer Group, Inc., Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">149,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">149,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Ziggo BV, Term Loan B2A</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">52,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(716</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Ziggo BV, Term Loan B3</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,086,547</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,065,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(14,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BLW </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Allied Security Holdings LLC, 1st Lien Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 183,551</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">182,060</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="27.5%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="40%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Polymer Group, Inc., Delayed Draw Term Loan</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">70,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">69,874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Forward Commitments and When-Issued Delayed Delivery
Securities:</B> The Funds may purchase securities on a when-issued basis and may purchase or sell securities on a forward commitment basis. Settlement
of such transactions normally occurs within a month or more after the purchase or sale commitment is made. The Funds may purchase securities under such
conditions with the intention of actually acquiring them, but may enter into a separate agreement to sell the securities before the settlement date.
Since the value of securities purchased may fluctuate prior to settlement, the Funds may be required to pay more at settlement than the security is
worth. In addition, the Funds are not entitled to any of the interest earned prior to settlement. When purchasing a security on a delayed delivery
basis, the Funds assume the rights and risks of ownership of the security, including the risk of price and yield fluctuations. In the event of default
by the counterparty, the Funds&#146; maximum amount of loss is the unrealized appreciation of unsettled when-issued transactions, which is shown in the
Schedules of Investments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Reverse Repurchase Agreements:</B> Certain Funds may enter into
reverse repurchase agreements with qualified third party broker-dealers. In a reverse repurchase agreement, the Funds sell securities to a bank or
broker-dealer and agree to repurchase the same securities at a mutually agreed upon date and price. During the term of the reverse repurchase
agreement, the Funds continue to receive the principal and interest payments on the securities sold. Certain agreements have no stated maturity and can
be terminated by either party at any time. Interest on the value of the reverse repurchase agreements issued and outstanding is based upon competitive
market rates determined at the time of issuance. The Funds may utilize reverse repurchase agreements when it is anticipated that the interest income to
be earned from the investment of the proceeds of the transaction is greater than the interest expense of the transaction. Reverse repurchase agreements
involve leverage risk and also the risk that the market value of the securities to be repurchased may decline below the repurchase
price.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For financial reporting purposes, cash received in exchange for
securities delivered plus accrued interest due to the counterparty is recorded as a liability in the Statements of Assets and Liabilities at face value
including accrued interest. Due to the short term nature of the reverse repurchase agreements, face value approximates fair value. Interest payments
made by the Funds to the counterparties are recorded as a component of interest expense in the Statements of Operations. In periods of increased demand
for the security, the Funds may receive a fee for use of the security by the counterparty, which may result in interest income to the
Funds.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">64</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD width="36%"></TD></TR>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the year ended August 31, 2014, the daily weighted average
interest rate for BLW from reverse repurchase agreements was 0.49%.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Reverse repurchase transaction are entered into by the Funds under
Master Repurchase Agreements (&#147;MRA&#148;), which permit the Funds, under certain circumstances, including an event of default (such as bankruptcy
or insolvency), to offset payables and/or receivables under the MRA with collateral held and/or posted to the counterparty and create one single net
payment due to or from the Funds. With reverse repurchase transactions, typically the Funds and the counterparties are permitted to sell, re-pledge, or
use the collateral associated with the transaction. Bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or
prohibitions against such a right of offset in the event of the MRA counterparty&#146;s bankruptcy or insolvency. Pursuant to the terms of the MRA, the
Funds receive or post securities as collateral with a market value in excess of the repurchase price to be paid or received by the Funds upon the
maturity of the transaction. Upon a bankruptcy or insolvency of the MRA counterparty, the Funds are considered an unsecured creditor with respect to
excess collateral and, as such, the return of excess collateral may be delayed.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following table is a summary of BLW&#146;s open reverse
repurchase agreements by counterparty which are subject to offset under an MRA on a net basis as of August 31, 2014:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="52.5%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Reverse<BR> Repurchase<BR>
Agreements</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Fair Value of<BR> Non-cash
Collateral<BR> Pledged Including<BR> Accrued Interest<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cash<BR> Collateral<BR>
Pledged/Received<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net<BR> Amount</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Barclays Capital, Inc. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53,276,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(53,276,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BNP Paribas Securities Corp. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,606,431</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(14,606,431</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup Global Markets, Inc. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">22,831,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(22,831,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse Securities (USA) LLC </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">25,192,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(25,192,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Deutsche Bank Securities, Inc. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">151,355,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(151,355,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HSBC Securities (USA), Inc. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,890,793</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(9,890,793</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RBC Capital Markets LLC </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,008,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,008,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UBS Securities LLC </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">15,728,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(15,728,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="52.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total</B><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,889,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(293,889,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Net collateral with a value of $325,193,863 has been
pledged/received in connection with open reverse repurchase agreements. Excess of net collateral pledged to the individual counterparty is not shown
for financial reporting purposes.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In the event the counterparty of securities under an MRA files for
bankruptcy or becomes insolvent, the Fund&#146;s use of the proceeds from the agreement may be restricted while the counterparty, or its trustee or
receiver, determines whether or not to enforce the Fund&#146;s obligation to repurchase the securities.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>4. Derivative Financial Instruments:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds engage in various portfolio investment strategies using
derivative contracts both to increase the returns of the Funds and/or to economically hedge their exposure to certain risks such as credit risk, equity
risk, interest rate risk or foreign currency exchange rate risk. These contracts may be transacted on an exchange or OTC.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Financial Futures Contracts:</B> The Funds purchase and/or sell
financial futures contracts and options on financial futures contracts to gain exposure to, or economically hedge against, changes in interest rates
(interest rate risk). Financial futures contracts are agreements between the Funds and a counterparty to buy or sell a specific quantity of an
underlying instrument at a specified price and at a specified date. Depending on the terms of the particular contract, financial futures contracts are
settled either through physical delivery of the underlying instrument on the settlement date or by payment of a cash settlement amount on the
settlement date.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Upon entering into a financial futures contract, the Funds are
required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on a contract&#146;s size and
risk profile. The initial margin deposit must then be maintained at an established level over the life of the contract. Securities deposited as initial
margin are designated on the Schedules of Investments and cash deposited, if any, is recorded on the Statements of Assets and Liabilities as cash
pledged for financial futures contracts. Pursuant to the contract, the Funds agree to receive from or pay to the broker an amount of cash equal to the
daily fluctuation in value of the contract. Such receipts or payments are known as variation margin. Variation margin is recorded by the Funds as
unrealized appreciation or depreciation and, if applicable, as a receivable or payable for variation margin in the Statements of Assets and
Liabilities.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">When the contract is closed, the Funds record a realized gain or
loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed. The use of financial
futures contracts involves the risk of an imperfect correlation in the movements in the price of financial futures contracts, interest or foreign
currency exchange rates and the underlying assets.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Forward Foreign Currency Exchange Contracts:</B> The Funds
enter into forward foreign currency exchange contracts as an economic hedge against either specific transactions or portfolio instruments or to obtain
exposure to, or hedge exposure away from, foreign currencies (foreign currency exchange rate risk). A forward foreign currency exchange contract is an
agreement between two parties to buy and sell a currency at a set exchange rate on a future date.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">65<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD width="36%"></TD></TR>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>Forward foreign currency exchange contracts, when used by the
Funds, help to manage the overall exposure to the currencies in which some of the investments held by the Funds are denominated. The contract is
marked-to-market daily and the change in market value is recorded by the Funds as an unrealized gain or loss. When the contract is closed, the Funds
record a realized gain or loss equal to the difference between the value at the time it was opened and the value at the time it was closed. The use of
forward foreign currency exchange contracts involves the risk that the value of a forward foreign currency exchange contract changes unfavorably due to
movements in the value of the referenced foreign currencies.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Options:</B> The Funds purchase and write call and put options
to increase or decrease their exposure to underlying instruments: including equity risk, and/or interest rate risk and/or, in the case of options
written, to generate gains from options premiums. A call option gives the purchaser (holder) of the option the right (but not the obligation) to buy,
and obligates the seller (writer) to sell (when the option is exercised) the underlying instrument at the exercise or strike price at any time or at a
specified time during the option period. A put option gives the holder the right to sell and obligates the writer to buy the underlying instrument at
the exercise or strike price at any time or at a specified time during the option period. When the Funds purchase (write) an option, an amount equal to
the premium paid (received) by the Funds is reflected as an asset (liability). The amount of the asset (liability) is subsequently marked-to-market to
reflect the current market value of the option purchased (written). When an instrument is purchased or sold through an exercise of an option, the
related premium paid (or received) is added to (or deducted from) the basis of the instrument acquired or deducted from (or added to) the proceeds of
the instrument sold. When an option expires (or the Funds enter into a closing transaction), the Funds realize a gain or loss on the option to the
extent of the premiums received or paid (or gain or loss to the extent the cost of the closing transaction exceeds the premiums received or paid). When
the Funds write a call option, such option is &#147;covered,&#148; meaning that the Funds hold the underlying instrument subject to being called by the
option counterparty. When the Funds write a put option, such option is covered by cash in an amount sufficient to cover the
obligation.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Options on swaps (&#147;swaptions&#148;) are similar to options on
securities except that instead of selling or purchasing the right to buy or sell a security, the writer or purchaser of the swaptions is granting or
buying the right to enter into a previously agreed upon interest rate or credit default swap agreement (interest rate risk and/or credit risk) at any
time before the expiration of the option.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds also purchase or sell listed or OTC foreign currency
options, foreign currency futures and related options on foreign currency futures as a short or long hedge against possible variations in foreign
exchange rates or to gain exposure to foreign currencies (foreign currency exchange rate risk). When foreign currency is purchased or sold through an
exercise of a foreign currency option, the related premium paid (or received) is added to (or deducted from) the basis of the foreign currency acquired
or deducted from (or added to) the proceeds of the foreign currency sold (receipts from the foreign currency purchased). Such transactions may be
effected with respect to hedges on non-U.S. dollar denominated instruments owned by the Funds but not yet delivered, or committed or anticipated to be
purchased by the Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In purchasing and writing options, the Funds bear the risk of an
unfavorable change in the value of the underlying instrument or the risk that the Funds may not be able to enter into a closing transaction due to an
illiquid market. Exercise of a written option could result in the Funds purchasing or selling a security when it otherwise would not, or at a price
different from the current market value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Transactions in options written for the year ended August 31, 2014
were as follow:</FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN=32 WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=27 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Calls</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Puts</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Contracts</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Notional<BR>
(000)<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Premium<BR> Received</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Contracts</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Notional<BR>
(000)<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Premium<BR> Received</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Outstanding options, beginning of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Options written </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Options exercised </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Options expired </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Options closed </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Outstanding options, end of year </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Amount shown is in the currency in which the
transaction was denominated.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Swaps:</B> The Funds enter into swap agreements in which the
Funds and a counterparty agree either to make periodic net payments on a specified notional amount or a net payment upon termination. Swap agreements
are privately negotiated in the OTC market and may be entered into as a bilateral contract (&#147;OTC swaps&#148;) or centrally cleared
(&#147;centrally cleared swaps&#148;). Swaps are marked-to-market daily and changes in value are recorded as unrealized appreciation
(depreciation).</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">66</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For OTC swaps, any upfront premiums paid are recorded as assets
and any upfront fees received are recorded as liabilities and are shown as swap premiums paid and swap premiums received, respectively, in the
Statements of Assets and Liabilities and amortized over the term of the OTC swap. Payments received or made by the Funds for OTC swaps are recorded in
the Statements of Operations as realized gains or losses, respectively. When an OTC swap is terminated, the Funds will record a realized gain or loss
equal to the difference between the proceeds from (or cost of) the closing transaction and the Funds&#146; basis in the contract, if any. Generally,
the basis of the contract is the premium received or paid.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In a centrally cleared swap, immediately following execution of
the swap agreement, the swap agreement is novated to a central counterparty (the &#147;CCP&#148;) and the Fund&#146;s counterparty on the swap
agreement becomes the CCP. The Fund is required to interface with the CCP through a broker. Upon entering into a centrally cleared swap, the Funds are
required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of
the particular swap. Securities deposited as initial margin are designated on the Schedule of Investments and cash deposited is recorded on the
Statements of Assets and Liabilities as cash pledged for centrally cleared swaps. The daily change in valuation of centrally cleared swaps is recorded
as a receivable or payable for variation margin in the Statements of Assets and Liabilities. Payments received from (paid to) the counterparty,
including at termination, are recorded as realized gain (loss) in the Statements of Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Swap transactions involve, to varying degrees, elements of
interest rate, credit and market risk in excess of the amounts recognized in the Statements of Assets and Liabilities. Such risks involve the
possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform
or disagree as to the meaning of the contractual terms in the agreements, and that there may be unfavorable changes in interest rates and/or market
values associated with these transactions.</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Credit default swaps &#151; The Funds enter into credit default
swaps to manage their exposure to the market or certain sectors of the market, to reduce their risk exposure to defaults of corporate and/or sovereign
issuers or to create exposure to corporate and/or sovereign issuers to which they are not otherwise exposed (credit risk). The Funds may either buy or
sell (write) credit default swaps on single-name issuers (corporate or sovereign), a combination or basket of single-name issuers or traded indexes.
Credit default swaps on single-name issuers are agreements in which the protection buyer pays fixed periodic payments to the seller in consideration
for a guarantee from the protection seller to make a specific payment should a negative credit event take place with respect to the referenced entity
(e.g., bankruptcy, failure to pay, obligation accelerators, repudiation, moratorium or restructuring). Credit default swaps on traded indexes are
agreements in which the buyer pays fixed periodic payments to the seller in consideration for a guarantee from the seller to make a specific payment
should a write-down, principal or interest shortfall or default of all or individual underlying securities included in the index occur. As a buyer, if
an underlying credit event occurs, the Funds will either (i) receive from the seller an amount equal to the notional amount of the swap and deliver the
referenced security or underlying securities comprising the index, or (ii) receive a net settlement of cash equal to the notional amount of the swap
less the recovery value of the security or underlying securities comprising the index. As a seller (writer), if an underlying credit event occurs, the
Funds will either pay the buyer an amount equal to the notional amount of the swap and take delivery of the referenced security or underlying
securities comprising the index or pay a net settlement of cash equal to the notional amount of the swap less the recovery value of the security or
underlying securities comprising the index.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Interest rate swaps &#151; The Funds enter into interest rate
swaps to gain or reduce exposure to interest rates or to manage duration, the yield curve or interest rate risk by economically hedging the value of
the fixed rate bonds, which may decrease when interest rates rise (interest rate risk). Interest rate swaps are agreements in which one party pays a
stream of interest payments, either fixed or floating, for another party&#146;s stream of interest payments, either fixed or floating, on the same
notional amount for a specified period of time.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following is a summary of the Funds&#146; derivative financial
instruments categorized by risk exposure:</FONT></DIV></P>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="27" STYLE="font-size: 9pt; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Fair Values of Derivative Financial Instruments as of August 31, 2014</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; padding-right: 5pt">&nbsp;</TD><TD STYLE="font-size: 9pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt">&nbsp;</TD>
    <TD COLSPAN="23" STYLE="font-size: 9pt; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Value</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; padding-right: 5pt">&nbsp;</TD><TD STYLE="font-size: 9pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="font-size: 9pt; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><B>BHL</B> </TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="font-size: 9pt; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><B>FRA</B></TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="font-size: 9pt; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><B>BLW</B></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; padding-bottom: 1pt; border-bottom: Black 1pt solid; padding-right: 5pt">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; font-weight: bold; text-align: center; padding-bottom: 1pt; border-bottom: Black 1pt solid">Statements of Assets <BR>
and Liabilities Location</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Assets</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Liabilities</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center; padding-left: 6pt">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Assets</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Liabilities</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: left; padding-left: 6pt">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Assets</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; font-weight: bold; padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: left; padding-left: 6pt">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; font-size: 9pt; font-weight: bold; text-align: center"><B>Derivative Liabilities</B></TD><TD STYLE="padding-bottom: 1pt; font-size: 9pt; font-weight: bold; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="font-size: 9pt; text-align: left; vertical-align: top; padding-right: 5pt">Interest rate contracts</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top">Net unrealized appreciation/depreciation<SUP>1</SUP>; Unrealized depreciation <BR>
on OTC swaps;<BR> Swap premiums received; Investments at value &#151; unaffiliated<SUP>2</SUP>; Options <BR>
written at value</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: right; vertical-align: bottom">&#151;</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 2%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: center; vertical-align: bottom">&#151;</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 3%; font-size: 9pt; text-align: right; vertical-align: bottom; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">&nbsp;</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: right; vertical-align: bottom">&#151;</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 2%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: center; vertical-align: bottom">&#151;</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 3%; font-size: 9pt; text-align: right; vertical-align: bottom; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">$</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: right; vertical-align: bottom">2,762</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="width: 2%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">$</TD><TD STYLE="width: 4%; font-size: 9pt; text-align: right; vertical-align: bottom">291,579</TD><TD STYLE="width: 1%; font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top; padding-right: 5pt">Foreign currency exchange contracts</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top">Unrealized appreciation/depreciation on forward foreign currency <BR>
exchange contracts</TD><TD STYLE="font-size: 9pt; text-align: left; vertical-align: top">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">79,213</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">326,539</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom">&#151;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">2,075,417</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-left: 6pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">13,561</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top; padding-right: 5pt">Credit contracts</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top; border-bottom: Black 1pt solid">Unrealized appreciation<BR>
 on OTC swaps; <BR>
Swap premiums paid</TD><TD STYLE="font-size: 9pt; text-align: left; vertical-align: top; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 6pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 2pt; padding-left: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 6pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">19</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 6pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">43</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 9pt; text-align: left; vertical-align: top; padding-right: 5pt; padding-top: 4pt"><B>Total</B></TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; padding-top: 4pt; border-bottom: Black 1.5pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">79,213</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&mdash;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 2pt; padding-left: 2pt; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-left: 6pt; padding-top: 4pt">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">326,539</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: center; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 2pt; padding-left: 2pt; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-left: 6pt; padding-top: 4pt">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">2,078,198</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD>
    <TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-left: 6pt; padding-top: 4pt">$</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">305,183</TD><TD STYLE="font-size: 9pt; text-align: right; vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 4pt">&nbsp;</TD></TR>
</TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes cumulative appreciation/depreciation on
financial futures contracts as reported in the Schedules of Investments. Only current day&#146;s variation margin is reported within the Statements of
Assets and Liabilities.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>2</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes options purchased at value as reported in
the schedules of Investments.</FONT></TD>
</TR>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">67<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<BR>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN=28 WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN=28 WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>The Effect of Derivative
Financial Instruments in the Statements of Operations<BR> Year Ended August 31, 2014</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Realized Gain (Loss)
From</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER">&nbsp;&nbsp;&nbsp;<FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Change in Unrealized
Appreciation/<BR> Depreciation on</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Interest rate contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,449,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(213,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">226,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(22,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Options<SUP>1</SUP> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(186,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Foreign currency exchange contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency transactions/translations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (359,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,197,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,154,412</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 65,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">369,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,730,982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(235,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,835,061</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(3,149,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(5,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(77,863</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (595,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,033,023</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (11,526,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 60,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291,618</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,322,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 9px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Options purchased are included in the net realized
gain (loss) from investments and net change in unrealized appreciation/depreciation on investments.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the year ended August 31, 2014, the average quarterly balances
of outstanding derivative financial instruments were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="75%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial future contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts sold </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,209,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of contracts sold </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">40,255,529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Forward foreign currency exchange contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts-USD purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts-USD sold </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average U.S. dollar amounts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,671,630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,112,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">83,495,526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average U.S. dollar amounts sold </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">107,641</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">414,983</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,084,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of option contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional amount of option contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">41,486</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of swaption contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of swaption contracts written </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional amount of swaption contracts purchased </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65,450,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional amount of swaption contracts written </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,700,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit default swaps:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts-buy protection </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts-sell protection </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional amount-buy protection </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional amount-sell protection </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,333,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,816,927</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,163,190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Interest rate swaps:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts-receives fixed rate </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="75%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px">Average notional amount-receives fixed rate </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,358,441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Counterparty Credit Risk:</B> A derivative contract may suffer
a mark-to-market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument.
Losses can also occur if the counterparty does not perform under the contract.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">A Fund&#146;s risk of loss from counterparty credit risk on OTC
derivatives is generally limited to the aggregate unrealized gain netted against any collateral held by such Fund. For OTC options purchased, each Fund
bears the risk of loss of the amount of the premiums paid plus the positive change in market values net of any collateral held by such Fund should the
counterparty fail to perform under the contracts. Options written by the Funds do not typically give rise to counterparty credit risk, as options
written generally obligate the Funds, and not the counterparty, to perform.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">With exchange-traded purchased options and futures, there is less
counterparty credit risk to the Funds since the exchange or clearinghouse, as counterparty to such instruments, guarantees against a possible default.
The clearinghouse stands between the buyer and the seller of the contract; therefore, credit risk is limited to failure of the clearinghouse. While
offset rights may exist under applicable law, the Funds do not have a contractual right of offset against a clearing broker or clearinghouse in the
event of a default (including the bankruptcy or insolvency) of the clearing broker or clearinghouse. Additionally, credit risk exists in
exchange-traded futures with respect to initial and variation margin that is held in a clearing broker&#146;s customer accounts. While clearing brokers
are required to segregate customer margin from their own assets, in the event that a clearing broker becomes insolvent or goes into bankruptcy and at
that time there is a shortfall in the aggregate amount of margin held by the clearing broker for all its clients, typically the shortfall would be
allocated on a pro rata basis across all the clearing broker&#146;s customers, potentially resulting in losses to the Funds.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">68</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In order to better define their contractual rights and to secure
rights that will help the Funds mitigate their counterparty risk, the Funds may enter into an International Swaps and Derivatives Association, Inc.
Master Agreement (&#147;ISDA Master Agreement&#148;) or similar agreement with its counterparties. An ISDA Master Agreement is a bilateral agreement
between each Fund and a counterparty that governs certain OTC derivatives and typically contains, among other things, collateral posting terms and
netting provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, each Fund may, under certain circumstances,
offset with the counterparty certain derivative financial instruments&#146; payables and/or receivables with collateral held and/or posted and create
one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of default including the
bankruptcy or insolvency of the counterparty. Bankruptcy or insolvency laws of a particular jurisdiction may restrict or prohibit the right of offset
in bankruptcy, insolvency or other events. In addition, certain ISDA Master Agreements allow counterparties to terminate derivative contracts prior to
maturity in the event the Funds&#146; net assets decline by a stated percentage or the Funds fail to meet the terms of its ISDA Master Agreements. The
result would cause the Funds to accelerate payment of any net liability owed to the counterparty.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Collateral Requirements:</B> For derivatives traded under an
ISDA Master Agreement, the collateral requirements are typically calculated by netting the mark-to-market amount for each transaction under such
agreement and comparing that amount to the value of any collateral currently pledged by the Funds and the counterparty.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Cash collateral that has been pledged to cover obligations of the
Funds and cash collateral received from the counterparty, if any, is reported separately on the Statements of Assets and Liabilities as cash pledged as
collateral and cash received as collateral, respectively. Non-cash collateral pledged by the Funds, if any, is noted in the Schedules of Investments.
Generally, the amount of collateral due from or to a party has to exceed a minimum transfer amount threshold (e.g., $500,000) before a transfer is
required, which is determined at the close of business of the Funds. Any additional required collateral is delivered to/pledged by the Funds on the
next business day. Typically, the Funds and counterparties are not permitted to sell, re-pledge or use the collateral they receive. To the extent
amounts due to the Funds from their counterparties are not fully collateralized, the Funds bear the risk of loss from counterparty non-performance.
Likewise, to the extent the Funds have delivered collateral to a counterparty and stand ready to perform under the terms of their agreement with such
counterparty, the Funds bear the risk of loss from a counterparty in the amount of the value of the collateral in the event the counterparty fails to
return such collateral.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For financial reporting purposes, the Funds do not offset
derivative assets and derivative liabilities that are subject to netting arrangements, if any, in the Statements of Assets and
Liabilities.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">As of August 31, 2014, the Funds&#146; derivative assets and
liabilities (by type) are as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Assets</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Liabilities</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Forward foreign currency exchange contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79,213</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Derivatives not subject to a Master Netting Agreement or similar agreement (&#147;MNA&#148;) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Total derivative assets and liabilities subject to an MNA </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Assets</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Liabilities</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Forward foreign currency exchange contracts </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">326,539</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Derivatives not subject to an MNA or similar agreement </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Total derivative assets and liabilities subject to an MNA </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="70%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Assets</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Liabilities</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="70%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Financial
Instruments:<BR></B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 27,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 8,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Forward foreign currency exchange contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,075,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options<SUP>1</SUP> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Swaps&#151;OTC<SUP>2</SUP> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Total derivative assets and liabilities in the Statement of Assets and Liabilities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
2,105,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Derivatives not subject to an MNA or similar agreement </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(27,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(8,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Total derivative assets and liabilities subject to an MNA </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,078,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 211,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes options purchased at value which is
included in Investments at value &#151; unaffiliated in the Statements of Assets and Liabilities and reported in the Schedules of
Investments.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>2</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes unrealized appreciation/depreciation on OTC
swaps and swap premiums paid/received in the Statements of Assets and Liabilities.</FONT></TD>
</TR>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">69<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following table presents the Funds&#146; derivative assets and
liabilities by counterparty net of amounts available for offset under an MNA and net of the related collateral received and pledged by the Funds as of
August 31, 2014:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Assets<BR> Subject to an
MNA<BR> by Counterparty</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivatives<BR> Available<BR>for
Offset</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Non-cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Amount<BR> of Derivative<BR>
Assets<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Bank of America N.A. </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">60,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;60,399</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,814</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,814</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;79,213</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRA<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Assets<BR> Subject to an
MNA<BR> by Counterparty</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivatives<BR> Available<BR>for
Offset</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Non-cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Amount<BR> of Derivative<BR>
Assets<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Bank of America N.A. </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,759</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,759</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71,044</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71,044</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">UBS AG </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">29,736</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">29,736</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;326,539</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="42.5%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW<BR></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="42.5%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Assets<BR> Subject to an
MNA<BR> by Counterparty</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivatives<BR> Available<BR>for
Offset<SUP>2</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Non-cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cash<BR> Collateral<BR>
Received</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Amount<BR> of Derivative<BR>
Assets<SUP>1</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Bank of America N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 1,214,671</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 1,214,671</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Bank PLC </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas S.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citibank N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">174</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">174</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse International </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (2,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank AG </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase Bank N.A. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">836,242</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">836,242</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">UBS AG </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,078,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (2,781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,075,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>

<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 42.5%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivative Liabilities<BR> Subject to
an MNA<BR> by Counterparty</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Derivatives<BR> Available<BR>for
Offset<SUP>2</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Non-cash<BR> Collateral<BR>
Pledged</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Cash<BR> Collateral<BR>
Pledged<SUP>3</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Net Amount<BR> of Derivative<BR>
Liabilities<SUP>4</SUP></B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse International </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 175,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (2,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 172,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank AG </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (22,989</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">State Street Bank and Trust Co. </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,561</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="42.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;211,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (2,781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE="border-bottom: Black 2px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> (22,989</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;185,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Net amount represents the net amount receivable from
the counterparty in the event of default.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>2</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The amount of derivatives available for offset is
limited to the amount of the assets and/or liabilities that are subject to an MNA.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>3</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Excess of the collateral pledged to the individual
counterparty is not shown for financial reporting purposes.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>4</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Net amount represents the net amount payable due to
the counterparty in the event of default.</FONT></TD>
</TR>
</TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>5. Investment Advisory Agreement and Other Transactions with
Affiliates:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The PNC Financial Services Group, Inc. is the largest stockholder
and an affiliate, for 1940 Act purposes, of BlackRock, Inc. (&#147;BlackRock&#148;).</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund entered into an Investment Advisory Agreement with the
Manager, the Funds&#146; investment advisor, an indirect, wholly owned subsidiary of BlackRock, to provide investment advisory and administration
services. The Manager is responsible for the management of each Fund&#146;s portfolio and provides the necessary personnel, facilities, equipment and
certain other services to the operations of each Fund. For such services, each Fund pays the Manager a monthly fee based on a percentage of each
Fund&#146;s average daily net assets at the following annual rates, plus the proceeds of any outstanding borrowings used for leverage as
follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 24pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BHL </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">1.00%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">FRA </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">0.75%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BLW </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">0.55%</DIV></FONT></TD>
</TABLE>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">70</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Manager voluntarily agreed to waive its investment advisory
fees by the amount of investment advisory fees each Fund pays to the Manager indirectly through its investment in affiliated money market funds.
However, the Manager does not waive its investment advisory fees by the amount of investment advisory fees paid in connection with each Fund&#146;s
investment in other affiliated investment companies, if any. These amounts are shown as fees waived by Manager in the Statements of
Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Manager provides investment management and other services to
the Taxable Subsidiaries. The Manager does not receive separate compensation from the Taxable Subsidiaries for providing investment management or
administrative services. However, each Fund pays the Manager based on the Fund&#146;s net assets, which includes the assets of the Taxable
Subsidiaries.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Prior to July 1, 2014, BlackRock Financial Management, Inc.
(&#147;BFM&#148;), an affiliate of the Manager, served as a sub-advisor to each Fund pursuant to sub-advisory agreements with the Manager, and received
for its services a monthly fee from the Manager at an annual rate equal to a percentage of the investment advisory fees paid by each Fund to the
Manager under the Investment Advisory Agreements. Effective July 1, 2014, the sub-advisory agreements between the Manager and BFM, with respect to each
Fund, expired.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Certain officers and/or Directors of the Funds are officers and/or
Directors of BlackRock or its affiliates. The Funds reimburse the Manager for a portion of the compensation paid to the Funds&#146; Chief Compliance
Officer, which is included in officer and Directors in the Statements of Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may purchase securities from, or sell securities to, an
affiliated fund provided the affiliation is due solely to having a common investment advisor, common officers, or common trustees. For the year ended
August 31, 2014, the purchase and sale transactions with an affiliated fund in compliance with Rule 17a-7 under the 1940 Act were as
follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="65%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="65%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Purchases </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">462,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,040,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="65%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sales </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,169,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>6. Purchases and Sales:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Purchases and sales of investments, including paydowns and
excluding short-term securities, for the year ended August 31, 2014, were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="65%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="65%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Purchases </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">108,919,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">472,504,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">547,978,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="65%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Sales </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">108,511,931</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">467,418,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">558,531,465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>7. Income Tax Information:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">It is each Fund&#146;s policy to comply with the requirements of
the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies, and to distribute substantially all of their taxable
income to their shareholders. Therefore, no federal income tax provision is required, except with respect to any taxes related to the Taxable
Subsidiaries.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund files U.S. federal and various state and local tax
returns. No income tax returns are currently under examination. The statute of limitations on each Fund&#146;s U.S. federal tax returns remains open
for each of the four years ended August 31, 2014. The statutes of limitations on each Fund&#146;s state and local tax returns may remain open for an
additional year depending upon the jurisdiction.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Management has analyzed tax laws and regulations and their
application to the Funds&#146; facts and circumstances and does not believe that there are any uncertain tax positions that require recognition of a
tax liability.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">U.S. GAAP requires that certain components of net assets be
adjusted to reflect permanent differences between financial and tax reporting. These reclassifications have no effect on net assets or net asset values
per share. As of August 31, 2014, the following permanent differences attributable to the accounting for swap agreements, amortization methods on fixed
income securities, foreign currency transactions and non-deductible expenses were reclassified to the following accounts:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 24pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 65%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Paid-in capital </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(35,746</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(38,485</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Undistributed net investment income </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(301,102</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,156,263</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(4,599,352</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Undistributed net realized gain (accumulated net realized loss) </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">301,102</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,192,009</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,637,837</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
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<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">71<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The tax character of distributions paid during the fiscal years
ended August 31, 2014 and August 31, 2013 were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="62.5%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" WIDTH="10.5%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="62.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ordinary income </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8/31/14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,542,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,203,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">45,292,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="62.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8/31/13</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,633,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">34,814,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">51,220,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="62.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Total</B><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8/31/14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,542,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,203,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">45,292,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="62.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8/31/13</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,633,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34,814,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,220,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">As of August 31, 2014, the tax components of accumulated net
earnings (losses) were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Undistributed ordinary income </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">998,736</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,902,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,821,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Undistributed long-term capital gains </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,286,571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Capital loss carryforwards </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(80,943,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(47,790,149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
unrealized gains (losses)<SUP>1</SUP> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(254,208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(8,529,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,023,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,031,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(87,570,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(33,945,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The differences between book-basis and tax-basis net
unrealized gains (losses) were attributable primarily to the tax deferral of losses on wash sales, amortization and accretion methods of premiums and
discounts on fixed income securities, the accrual of income on securities in default, the realization for tax purposes of unrealized gains/losses on
certain futures and foreign currency contracts, the timing and recognition of partnership income, the accounting for swap agreements, dividends
recognized for tax purposes, the deferral of compensation to Directors and investments in wholly owned subsidiaries.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">As of August 31, 2014, the Funds had capital loss carryforwards
available to offset future realized capital gains through the indicated expiration dates as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="85%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Expires August 31,<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" WIDTH="10.5%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" WIDTH="12.5%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">2015
</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 169,958</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px">2016 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20,623,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 284,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: left">2017 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">30,228,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,996,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: left">2018 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,716,009</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,509,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: left">2019 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,206,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="85%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10.5%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">80,943,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="12.5%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">47,790,149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">During the year ended August 31, 2014, the Funds utilized the
following amounts of their respective capital loss carryforward:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">572,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,798,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,972,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">As of August 31, 2014, gross unrealized appreciation and
depreciation based on cost for federal income tax purposes were as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BHL</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>FRA</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BLW</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Tax
cost </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">187,024,477</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">823,020,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">938,952,218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Gross unrealized appreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 1,164,357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,303,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,610,126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Gross unrealized depreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,412,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(15,788,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(19,447,051</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
unrealized appreciation (depreciation) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(247,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,485,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 9,163,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>8. Borrowings:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BHL and FRA are party to a senior committed secured, 360-day
rolling line of credit facility and a separate security agreement (the &#147;SSB Agreement&#148;) with State Street Bank and Trust Company
(&#147;SSB&#148;). SSB may elect to terminate its commitment upon 360-days written notice to the Funds. As of August 31, 2014, the Funds have not
received any notice to terminate. The Funds have granted a security interest in substantially all of their assets to SSB.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The SSB Agreement allows for the following maximum commitment
amounts:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Commitment<BR> Amounts</B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="CENTER" WIDTH="100%" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BHL </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$&nbsp;64,000,000</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="CENTER" WIDTH="100%" STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">FRA </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">$280,000,000</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Advances will be made by SSB to the Funds, at the Funds&#146;
option of (a) the higher of (i) 0.80% above the Fed Funds rate and (ii) 0.80% above the Overnight LIBOR or (b) 0.80% above 7-day, 30-day, 60-day or
90-day LIBOR.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">72</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In addition, the Funds pay a facility fee and utilization fee
(based on the daily unused portion of the commitments). The commitment fees are waived if the Funds meet certain conditions. The fees associated with
each of the agreements are included in the Statements of Operations as borrowing costs. Advances to the Funds as of August 31, 2014 are shown in the
Statements of Assets and Liabilities as bank borrowings payable. Based on the short-term nature of the borrowings under the line of credit and the
variable interest rate, the carrying amount of the borrowings approximates fair value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may not declare dividends or make other distributions on
shares or purchase any such shares if, at the time of the declaration, distribution or purchase, asset coverage with respect to the outstanding
short-term borrowings is less than 300%.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the year ended August 31, 2014, the daily weighted average
interest rates for Funds with loans under the revolving credit agreements were as follows:</FONT></DIV></P>
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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Daily Weighted<BR>
Average<BR>Interest Rate</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="CENTER" WIDTH="100%" STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BHL </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.91%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="CENTER" WIDTH="100%" STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">FRA </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">0.91%</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>9. Concentration, Market and Credit Risk:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In the normal course of business, the Funds invest in securities
and enter into transactions where risks exist due to fluctuations in the market (market risk) or failure of the issuer of a security to meet all its
obligations (issuer credit risk). The value of securities held by the Funds may decline in response to certain events, including those directly
involving the issuers whose securities are owned by the Funds; conditions affecting the general economy; overall market changes; local, regional or
global political, social or economic instability; and currency and interest rate and price fluctuations. Similar to issuer credit risk, the Funds may
be exposed to counterparty credit risk, or the risk that an entity with which the Funds have unsettled or open transactions may fail to or be unable to
perform on its commitments. The Funds manage counterparty credit risk by entering into transactions only with counterparties that they believe have the
financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially
expose the Funds to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties.
The extent of the Funds&#146; exposure to market, issuer and counterparty credit risks with respect to these financial assets is generally approximated
by their value recorded in the Statements of Assets and Liabilities, less any collateral held by the Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds invest a significant portion of their assets in
fixed-income securities and/or use derivatives tied to the fixed-income markets. See the Schedules of Investments for these securities and/or
derivatives. Changes in market interest rates or economic conditions, including the Federal Reserve&#146;s decision in December 2013 to taper its
quantitative easing policy, may affect the value and/or liquidity of such investments. Interest rate risk is the risk that prices of bonds and other
fixed-income securities will increase as interest rates fall and decrease as interest rates rise. The Funds may be subject to a greater risk of rising
interest rates due to the current period of historically low rates.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds invest a significant portion of their assets in
securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. Please see the
Schedules of Investments for these securities. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these
securities, can affect the value, income and/or liquidity of such positions.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>10. Capital Share Transactions:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BHL and BLW are authorized to issue an unlimited number of shares,
par value $0.001, all of which were initially classified as Common Shares. FRA is authorized to issue 200 million shares, par value $0.10, all of which
were initially classified as Common Shares. The Board is authorized, however, to reclassify any unissued Common Shares without approval of Common
Shareholders.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the years shown, shares issued and outstanding increased by
the following amounts as a result of dividend reinvestment:</FONT></DIV></P>
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<TR VALIGN="BOTTOM">
     <TD WIDTH="70%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> August 31,<BR>
2014</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> August 31,<BR>
2013</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BHL
</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA
</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,747,801</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49,145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="margin-top: 6pt; margin-bottom: 0; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right"><SUP>1</SUP></TD>
	<TD STYLE="width: 5pt"></TD>
	<TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes 18,666,048 shares issued from the
reorganization.</FONT></TD>
</TR>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">73<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">During the current reporting period, FRA and BLW each filed a
final prospectus with the U.S. Securities and Exchange Commission (&#147;SEC&#148;) allowing them to issue an additional 3,050,000 and 3,750,000 Common
Shares, respectively, through an equity shelf program (a &#147;Shelf Offering&#148;). Under the Shelf Offering, FRA and BLW, subject to market
conditions, may raise additional equity capital from time to time in varying amounts and utilizing various offering methods at a net price at or above
FRA and BLW&#146;s net asset value (&#147;NAV&#148;) per Common Share (calculated within 48 hours of pricing). Please see Additional Information &#151;
Shelf Offering Program for additional information about the Shelf Offering.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Costs incurred by FRA and BLW in connection with the Shelf
Offering are recorded as a deferred charge and amortized over 12 months.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>11. Subsequent Events:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Management&#146;s evaluation of the impact of all subsequent
events on the Funds&#146; financial statements was completed through the date the financial statements were issued and the following items were
noted:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund paid a net investment income dividend in the following
amounts per share on September 30, 2014 to Common Shareholders of record on September 15, 2014:</FONT></DIV></P>
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<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 97.5%; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Common Dividend<BR> Per
Share</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: center; width: 97.5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BHL </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.0605</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: center; width: 97.5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">FRA </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.0700</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: center; width: 97.5%; border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BLW </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">$0.0995</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Additionally, the Funds declared a net investment income dividend
on October 1, 2014 payable to Common Shareholders of record on October 15, 2014 as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-bottom: 24pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 97.5%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Common Dividend<BR> Per
Share</B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BHL </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">$0.0583</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">FRA </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">$0.0674</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">BLW </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">$0.0995</DIV></FONT></TD>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">74</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD ALIGN="LEFT" COLSPAN="2" STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_012"></A><FONT STYLE="color: gray">Report of Independent Registered Public Accounting Firm</FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT> <B><FONT STYLE="color: gray"><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>To the Shareholders and Board of Directors of BlackRock
Floating Rate Income Strategies Fund, Inc. and to the Shareholders and Board of Trustees of BlackRock Defined Opportunity Credit Trust and BlackRock
Limited Duration Income Trust:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">We have audited the accompanying statement of assets and
liabilities, including the schedule of investments, of BlackRock Defined Opportunity Credit Trust (the &#147;Fund&#148;) as of August 31, 2014, and its
related statements of operations and cash flows for the year then ended, its statements of changes in net assets for each of the two years in the
period then ended and the financial highlights for each of the five years in the period then ended. We have also audited the accompanying consolidated
statements of assets and liabilities, including the consolidated schedules of investments, of BlackRock Floating Rate Income Strategies Fund, Inc., and
BlackRock Limited Duration Income Trust, (collectively with the Fund mentioned above, the &#147;Funds&#148;), as of August 31, 2014, and their related
consolidated statements of operations and consolidated cash flows for the year then ended, their consolidated statements of changes in net assets for
each of the two years in the period then ended, and their consolidated financial highlights for the years ended August 31, 2014, August 31, 2013, and
August 31, 2012, and financial highlights for each of the other periods presented. These financial statements and financial highlights are the
responsibility of the Funds&#146; management. Our responsibility is to express an opinion on these financial statements and financial highlights based
on our audits.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">We conducted our audits in accordance with the standards of the
Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance
about whether the financial statements and financial highlights are free of material misstatement. The Funds are not required to have, nor were we
engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial
reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the
effectiveness of the Funds&#146; internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining,
on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant
estimates made by management, as well as evaluating the overall financial statement presentation. Our procedures included confirmation of securities
owned as of August 31, 2014, by correspondence with the custodian, brokers and agent banks; where replies were not received from brokers or agent
banks, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In our opinion, such financial statements and financial highlights
referred to above present fairly, in all material respects, the financial position of BlackRock Defined Opportunity Credit Trust as of August 31, 2014,
the results of its operations and its cash flows for the year then ended, the changes in its net assets for each of the two years in the period then
ended, and its financial highlights for each of the periods presented, and the consolidated financial positions of BlackRock Floating Rate Income
Strategies Fund, Inc., and BlackRock Limited Duration Income Trust, as of August 31, 2014, the consolidated results of their operations and their
consolidated cash flows for the year then ended, the consolidated changes in their net assets for each of the two years in the period then ended, and
their consolidated financial highlights for the years ended August 31, 2014, August 31, 2013, and August 31, 2012, and financial highlights for each of
the other periods presented, in conformity with accounting principles generally accepted in the United States of America.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Deloitte &amp; Touche LLP<BR> Boston, Massachusetts<BR> October
24, 2014 </FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">


<DIV align=left>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_017"></A><FONT STYLE="color: gray">Important Tax Information <FONT STYLE="font-size: 10pt">(Unaudited)&nbsp;</FONT></FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>



<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following information is provided with respect to the ordinary
income distributions paid by the Funds during the fiscal year ended August 31, 2014.</FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN=16 WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>BHL</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>FRA</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>BLW</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Qualified Dividend Income for Individuals<SUP>1</SUP><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">September 2013-August 2014 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3.26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Dividends Qualifying for the Dividends Received Deduction for Corporations<SUP>1</SUP><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">September 2013-August 2014 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.73</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Interest-Related Dividends for Non-U.S. Residents<SUP>2</SUP><BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">September 2013-December 2013</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88.60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88.31</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 30px; TEXT-INDENT: -10px">January 2014-August 2014</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79.71</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80.40</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79.73</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
</TABLE>
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	<TD STYLE="width: 17pt; text-align: right">
<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The Fund hereby designates the percentage indicated above or the
maximum amount allowable by law.</FONT></TD>
</TR>
</TABLE>
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<TR STYLE="vertical-align: top">
	<TD STYLE="width: 17pt; text-align: right">
<SUP>2</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Represents the portion of the taxable ordinary income dividends
eligible for exemption from U.S. withholding tax for nonresident aliens and foreign corporations.</FONT></TD>
</TR>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">75<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_013"></A><FONT color=gray>Disclosure of Investment Advisory Agreements</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of Directors or Trustees, as applicable (each, a
&#147;Board,&#148; collectively, the &#147;Boards,&#148; and the members of which are referred to as &#147;Board Members&#148;) of BlackRock Defined
Opportunity Credit Trust (&#147;BHL&#148;), BlackRock Floating Rate Income Strategies Fund, Inc. (&#147;FRA&#148;) and BlackRock Limited Duration
Income Trust (&#147;BLW&#148; and together with BHL and FRA, each a &#147;Fund,&#148; and, collectively, the &#147;Funds&#148;) met in person on May 9,
2014 (the &#147;May Meeting&#148;) and June 5-6, 2014 (the &#147;June Meeting&#148;) to consider the approval of each Fund&#146;s investment advisory
agreement (each, an &#147;Advisory Agreement,&#148; and, collectively, the &#147;Advisory Agreements&#148;) with BlackRock Advisors, LLC (the
&#147;Manager&#148;), each Fund&#146;s investment advisor. At the June Meeting, it was noted that the sub-advisory agreement among the Manager,
BlackRock Financial Management, Inc. and each Fund would expire effective July 1, 2014. It was also noted that the non-renewal of each Fund&#146;s
sub-advisory agreement would not result in any change in the nature or quality of services provided to such Fund, or in the portfolio management team
that serves such Fund. The Manager is referred to herein as &#147;BlackRock.&#148;</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Activities and Composition of the Board</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Board consists of eleven individuals, nine of whom are not
&#147;interested persons&#148; of such Fund as defined in the Investment Company Act of 1940 (the &#147;1940 Act&#148;) (the &#147;Independent Board
Members&#148;). The Board Members are responsible for the oversight of the operations of the Funds and perform the various duties imposed on the
directors of investment companies by the 1940 Act. The Independent Board Members have retained independent legal counsel to assist them in connection
with their duties. The Chairman of each Board is an Independent Board Member. Each Board has established six standing committees: an Audit Committee, a
Governance and Nominating Committee, a Compliance Committee, a Performance Oversight Committee, an Executive Committee, and a Leverage Committee, each
of which is chaired by an Independent Board Member and composed of Independent Board Members (except for the Executive Committee and the Leverage
Committee, each of which also has one interested Board Member).</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>The Advisory Agreements</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Pursuant to the 1940 Act, the Boards are required to consider the
continuation of the Advisory Agreements on an annual basis. The Boards have four quarterly meetings per year, each extending over two days, and a fifth
one-day meeting to consider specific information surrounding the consideration of renewing the Advisory Agreements. In connection with this process,
the Boards assessed, among other things, the nature, scope and quality of the services provided to the Funds by BlackRock, its personnel and its
affiliates, including, as applicable, investment management, administrative, and shareholder services; oversight of fund service providers; marketing
services; risk oversight; compliance and assistance in meeting applicable legal and regulatory requirements.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards, acting directly and through their respective
committees, consider at each of their meetings, and from time to time as appropriate, factors that are relevant to their annual consideration of the
renewal of the Advisory Agreements, including the services and support provided by BlackRock to the Funds and their shareholders. Among the matters the
Boards considered were: (a) investment performance for one-year, three-year, five-year and/or since inception periods, as applicable, against peer
funds, and applicable benchmarks, if any, as well as senior management&#146;s and portfolio managers&#146; analysis of the reasons for any
over-performance or underperformance against their peers and/or benchmark, as applicable; (b) fees, including advisory, administration, if applicable,
and other amounts paid to BlackRock and its affiliates by the Funds for services such as call center; (c) Fund operating expenses and how BlackRock
allocates expenses to the Funds; (d) the resources devoted to, risk oversight of, and compliance reports relating to, implementation of the Funds&#146;
investment objective, policies and restrictions, and meeting new regulatory requirements; (e) the Funds&#146; compliance with their Code of Ethics and
other compliance policies and procedures; (f) the nature, cost and character of non-investment management services provided by BlackRock and its
affiliates; (g) BlackRock&#146;s and other service providers&#146; internal controls and risk and compliance oversight mechanisms; (h) BlackRock&#146;s
implementation of the proxy voting policies approved by the Boards; (i) execution quality of portfolio transactions; (j) BlackRock&#146;s
implementation of the Funds&#146; valuation and liquidity procedures; (k) an analysis of management fees for products with similar investment
objectives across the open-end fund, closed-end fund and institutional account product channels, as applicable; (l) BlackRock&#146;s compensation
methodology for its investment professionals and the incentives it creates; and (m) periodic updates on BlackRock&#146;s business.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards have engaged in an ongoing strategic review with
BlackRock of opportunities to consolidate funds and of BlackRock&#146;s commitment to investment performance. BlackRock also furnished information to
the Boards in response to specific questions. These questions covered issues such as: BlackRock&#146;s profitability; investment performance;
subadvisory and advisory relationships with other clients (including mutual funds sponsored by third parties); investment professional investment in
funds they manage; and management fee levels and breakpoints. The Boards further discussed with BlackRock: BlackRock&#146;s management structure;
portfolio turnover; BlackRock&#146;s portfolio manager compensation and performance accountability; marketing support for the Funds; services provided
to the Funds by BlackRock affiliates; and BlackRock&#146;s oversight of relationships with third party service providers.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Board Considerations in Approving the Advisory
Agreements</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>The Approval Process:</B> Prior to the May Meeting, the Boards
requested and received materials specifically relating to the Advisory Agreements. The Boards are continuously engaged in a process with their
independent legal counsel and BlackRock to review the nature and scope of the information provided to better assist their deliberations. The materials
provided in connection with the May Meeting included (a) information independently compiled and prepared by Lipper, Inc. (&#147;Lipper&#148;) on Fund
fees and expenses as compared with a peer group of funds as determined by Lipper (&#147;Expense Peers&#148;) and the investment performance of the
Funds as compared with a peer group of funds as determined by Lipper<SUP>1</SUP> and, with respect to BHL and FRA, a customized</FONT></DIV></P>
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<SUP>1</SUP>
</TD>
	<TD STYLE="width: 5pt"></TD><TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Funds are ranked by Lipper in quartiles, ranging from first to
fourth, where first is the most desirable quartile position and fourth is the least desirable.</FONT></TD>
</TR>
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<TD STYLE="text-align: left; width: 33%">76</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Disclosure of Investment Advisory Agreements
(continued)</FONT><FONT color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">peer group selected by BlackRock, as well as the investment
performance of BLW as compared with its custom benchmark; (b) information on the profits realized by BlackRock and its affiliates pursuant to the
Advisory Agreements and a discussion of fall-out benefits to BlackRock and its affiliates; (c) a general analysis provided by BlackRock concerning
investment management fees charged to other clients, such as institutional clients and open-end funds, under similar investment mandates, as
applicable; (d) review of non-management fees; (e) the existence, impact and sharing of potential economies of scale; (f) a summary of aggregate
amounts paid by each Fund to BlackRock and (g) if applicable, a comparison of management fees to similar BlackRock closed-end funds, as classified by
Lipper.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">At the May Meeting, the Boards reviewed materials relating to
their consideration of the Advisory Agreements. As a result of the discussions that occurred during the May Meeting, and as a culmination of the
Boards&#146; year-long deliberative process, the Boards presented BlackRock with questions and requests for additional information. BlackRock responded
to these requests with additional written information in advance of the June Meeting.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">At the June Meeting, each Board, including the Independent Board
Members, unanimously approved the continuation of the Advisory Agreements between the Manager and its Fund for a one-year term ending June 30, 2015. In
approving the continuation of the Advisory Agreements, the Boards considered: (a) the nature, extent and quality of the services provided by BlackRock;
(b) the investment performance of the Funds and BlackRock; (c) the advisory fee and the cost of the services and profits to be realized by BlackRock
and its affiliates from their relationship with the Funds; (d) the Funds&#146; costs to investors compared to the costs of Expense Peers and
performance compared to the relevant performance comparison as previously discussed; (e) economies of scale; (f) fall-out benefits to BlackRock and its
affiliates as a result of its relationship with the Funds; and (g) other factors deemed relevant by the Board Members.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards also considered other matters they deemed important to
the approval process, such as payments made to BlackRock or its affiliates relating to securities lending, services related to the valuation and
pricing of Fund portfolio holdings, direct and indirect benefits to BlackRock and its affiliates from their relationship with the Funds and advice from
independent legal counsel with respect to the review process and materials submitted for the Boards&#146; review. The Boards noted the willingness of
BlackRock personnel to engage in open, candid discussions with the Boards. The Boards did not identify any particular information as determinative, and
each Board Member may have attributed different weights to the various items considered.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>A. Nature, Extent and Quality of the Services Provided by
BlackRock:</B> The Boards, including the Independent Board Members, reviewed the nature, extent and quality of services provided by BlackRock,
including the investment advisory services and the resulting performance of the Funds. Throughout the year, each Board compared its Fund&#146;s
performance to the performance of a comparable group of closed-end funds and/or the performance of a relevant benchmark, as applicable. The Boards met
with BlackRock&#146;s senior management personnel responsible for investment activities, including the senior investment officers. Each Board also
reviewed the materials provided by its Fund&#146;s portfolio management team discussing the Fund&#146;s performance and the Fund&#146;s investment
objective, strategies and outlook.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards considered, among other factors, with respect to
BlackRock: the number, education and experience of investment personnel generally and their Funds&#146; portfolio management teams; investments by
portfolio managers in the funds they manage; portfolio trading capabilities; use of technology; commitment to compliance; credit analysis capabilities;
risk analysis and oversight capabilities; and the approach to training and retaining portfolio managers and other research, advisory and management
personnel. The Boards engaged in a review of BlackRock&#146;s compensation structure with respect to the Funds&#146; portfolio management teams and
BlackRock&#146;s ability to attract and retain high-quality talent and create performance incentives.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In addition to advisory services, the Boards considered the
quality of the administrative and other non-investment advisory services provided to the Funds. BlackRock and its affiliates provide the Funds with
certain services (in addition to any such services provided to the Funds by third parties) and officers and other personnel as are necessary for the
operations of the Funds. In particular, BlackRock and its affiliates provide the Funds with the following administrative services including, among
others: (i) preparing disclosure documents, such as the prospectus and the statement of additional information in connection with the initial public
offering, periodic shareholder reports, and with respect to FRA and BLW, registration statements in connection with each Fund&#146;s equity shelf
program, and periodic shareholder reports; (ii) preparing communications with analysts to support secondary market trading of the Funds; (iii)
oversight of daily accounting and pricing; (iv) preparing periodic filings with regulators and stock exchanges; (v) overseeing and coordinating the
activities of other service providers; (vi) organizing Board meetings and preparing the materials for such Board meetings; (vii) providing legal and
compliance support; (viii) furnishing analytical and other support to assist the Board in its consideration of strategic issues such as the merger or
consolidation of certain closed-end funds; and (ix) performing other administrative functions necessary for the operation of the Funds, such as tax
reporting, fulfilling regulatory filing requirements and call center services. The Boards reviewed the structure and duties of BlackRock&#146;s fund
administration, shareholder services, legal and compliance departments and considered BlackRock&#146;s policies and procedures for assuring compliance
with applicable laws and regulations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>B. The Investment Performance of the Funds and BlackRock:</B>
Each Board, including the Independent Board Members, also reviewed and considered the performance history of its Fund. In preparation for the May
Meeting, the Boards worked with their independent legal counsel, BlackRock and Lipper to develop a template for, and were provided with reports
independently prepared by Lipper, which included a comprehensive analysis of each Fund&#146;s performance. The Boards also reviewed a narrative and
statistical analysis of the Lipper data that was prepared by BlackRock, which analyzed various factors that affect Lipper&#146;s rankings. In
connection with its review, each Board received and reviewed information regarding the investment performance, based on net asset value (NAV), of its
Fund as compared to other funds in that Fund&#146;s applicable Lipper category, and with respect to BHL and FRA, the customized peer group selected by
BlackRock, and with respect to BLW, the investment performance of BLW as compared with its custom benchmark.</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">77<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Disclosure of Investment Advisory Agreements
(continued)</FONT><FONT color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>The Boards were provided with a description of the methodology
used by Lipper to select peer funds and periodically meets with Lipper representatives to review its methodology. Each Board and its Performance
Oversight Committee regularly review, and meet with Fund management to discuss, the performance of its Fund throughout the year.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of BHL noted that for each of the one-, three- and
five-year periods reported, BHL ranked in the fourth quartile against its Customized Lipper Peer Group. BlackRock believes that the Customized Lipper
Peer Group is an appropriate performance metric for BHL.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of FRA noted that for the one-, three- and five-year
periods reported, FRA ranked in the second, third and fourth quartiles, respectively, against its Customized Lipper Peer Group. BlackRock believes that
the Customized Lipper Peer Group is an appropriate performance metric for FRA. The Board of FRA also noted the Fund&#146;s improved performance during
the one-year period.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of each of BHL and FRA and BlackRock reviewed and
discussed the reasons for its respective Fund&#146;s underperformance during the applicable periods. The Board of each of BHL and FRA was informed
that, among other things, the two factors with the greatest impact on performance relative to each Fund&#146;s peers during these periods were each
Fund&#146;s leverage utilization and higher quality investment style. Each of BHL and FRA obtains leverage through a contractual bank line, which
limits its ability to obtain leverage beyond 33% of Fund assets. This generally causes each Fund to lag during favorable market periods. The investment
style of each Fund tends to be higher quality in terms of the average borrower, the structure, terms and conditions of the loans, and the liquidity of
the deals the team invests in. Over time, each Fund&#146;s management believes this will lead to better risk-adjusted returns, but in strong risk
periods when markets and/or lower-quality loan instruments are rising, it can exaggerate the degree of underperformance.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock and the Board of each of BHL and FRA also discussed
BlackRock&#146;s strategy for improving its respective Fund&#146;s performance and BlackRock&#146;s commitment to providing the resources necessary to
assist the Fund&#146;s portfolio managers in seeking to improve the Fund&#146;s performance.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of BLW noted that for each of the one-, three- and
five-year periods reported, BLW&#146;s performance exceeded its customized benchmark. BlackRock believes that performance relative to the customized
benchmark is an appropriate performance metric for BLW.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>C. Consideration of the Advisory/Management Fees and the Cost
of the Services and Profits to be Realized by BlackRock and its Affiliates from their Relationship with the Funds:</B> The Board, including the
Independent Board Members, reviewed its Fund&#146;s contractual management fee rate compared with the other funds in its Lipper category. The
contractual management fee rate represents a combination of the advisory fee and any administrative fees, before taking into account any reimbursements
or fee waivers. The Board also compared the Fund&#146;s total expense ratio, as well as its actual management fee rate, to those of other funds in its
Lipper category. The total expense ratio represents a fund&#146;s total net operating expenses, excluding any investment related expenses. The total
expense ratio gives effect to any expense reimbursements or fee waivers that benefit a fund, and the actual management fee rate gives effect to any
management fee reimbursements or waivers that benefit a fund. The Boards considered the services provided and the fees charged by BlackRock and its
affiliates to other types of clients with similar investment mandates, as applicable, including institutional accounts.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards received and reviewed statements relating to
BlackRock&#146;s financial condition. The Boards were also provided with a profitability analysis that detailed the revenues earned and the expenses
incurred by BlackRock for services provided to the Funds. The Boards reviewed BlackRock&#146;s profitability with respect to the Funds and other funds
the Boards currently oversee for the year ended December 31, 2013 compared to available aggregate profitability data provided for the prior two years.
The Boards reviewed BlackRock&#146;s profitability with respect to certain other fund complexes managed by the Manager and/or its affiliates. The
Boards reviewed BlackRock&#146;s assumptions and methodology of allocating expenses in the profitability analysis, noting the inherent limitations in
allocating costs among various advisory products. The Boards recognized that profitability may be affected by numerous factors including, among other
things, fee waivers and expense reimbursements by the Manager, the types of funds managed, precision of expense allocations and business mix. As a
result, calculating and comparing profitability at individual fund levels is difficult.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards noted that, in general, individual fund or product line
profitability of other advisors is not publicly available. The Boards reviewed BlackRock&#146;s overall operating margin, in general, compared to that
of certain other publicly-traded asset management firms. The Boards considered the differences between BlackRock and these other firms, including the
contribution of technology at BlackRock, BlackRock&#146;s expense management, and the relative product mix.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In addition, the Boards considered the cost of the services
provided to the Funds by BlackRock, and BlackRock&#146;s and its affiliates&#146; profits relating to the management of the Funds and the other funds
advised by BlackRock and its affiliates. As part of its analysis, the Boards reviewed BlackRock&#146;s methodology in allocating its costs to the
management of the Funds. The Boards also considered whether BlackRock has the financial resources necessary to attract and retain high quality
investment management personnel to perform its obligations under the Advisory Agreements and to continue to provide the high quality of services that
is expected by the Boards. The Boards further considered factors including but not limited to BlackRock&#146;s commitment of time, assumption of risk
and liability profile in servicing the Funds in contrast to what is required of BlackRock with respect to other products with similar investment
objectives across the open-end fund, ETF, closed-end fund and institutional account product channels, as applicable.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of BHL noted that BHL&#146;s contractual management fee
rate ranked in the third quartile, and that the actual management fee rate and total expense ratio each ranked in the third quartile, relative to the
Expense Peers. The Board of BHL determined that BHL&#146;s total expense ratio was appropriate in light of the median total expense ratio paid by the
Fund&#146;s Expense Peers.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Board of each of FRA and BLW noted that its respective
Fund&#146;s contractual management fee rate ranked in the first quartile, and that the actual management fee rate and total expense ratio each ranked
in the first quartile, relative to the Fund&#146;s Expense Peers.</FONT></DIV></P>
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<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD NOWRAP STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Disclosure of Investment Advisory Agreements
(concluded)</FONT><FONT color=gray STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>D. Economies of Scale:</B> Each Board, including the
Independent Board Members, considered the extent to which economies of scale might be realized as the assets of its Fund increase. Each Board also
considered the extent to which its Fund benefits from such economies and whether there should be changes in the advisory fee rate or breakpoint
structure in order to enable the Fund to participate in these economies of scale, for example through the use of breakpoints in the advisory fee based
upon the asset level of the Fund.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Based on the Boards&#146; review and consideration of the issue,
the Boards concluded that most closed-end funds do not have fund level breakpoints because closed-end funds generally do not experience substantial
growth after the initial public offering. They are typically priced at scale at a fund&#146;s inception. The Board of each of FRA and BLW noted that
although its respective Fund may from time-to-time make additional share offerings pursuant to its equity shelf program, the growth of the Fund&#146;s
assets will occur primarily through the appreciation of its investment portfolio.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>E. Other Factors Deemed Relevant by the Board Members:</B> The
Boards, including the Independent Board Members, also took into account other ancillary or &#147;fall-out&#148; benefits that BlackRock or its
affiliates may derive from their respective relationships with the Funds, both tangible and intangible, such as BlackRock&#146;s ability to leverage
its investment professionals who manage other portfolios and risk management personnel, an increase in BlackRock&#146;s profile in the investment
advisory community, and the engagement of BlackRock&#146;s affiliates as service providers to the Funds, including securities lending and cash
management services. The Boards also considered BlackRock&#146;s overall operations and its efforts to expand the scale of, and improve the quality of,
its operations. The Boards also noted that BlackRock may use and benefit from third party research obtained by soft dollars generated by certain
registered fund transactions to assist in managing all or a number of its other client accounts. The Boards further noted that it had considered the
investment by BlackRock&#146;s funds in exchange traded funds (i.e., ETFs) without any offset against the management fees payable by the funds to
BlackRock.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In connection with its consideration of the Advisory Agreements,
the Boards also received information regarding BlackRock&#146;s brokerage and soft dollar practices. The Boards received reports from BlackRock which
included information on brokerage commissions and trade execution practices throughout the year.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards noted the competitive nature of the closed-end fund
marketplace, and that shareholders are able to sell their Fund shares in the secondary market if they believe that their Fund&#146;s fees and expenses
are too high or if they are dissatisfied with the performance of their Fund.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Boards also considered the various notable initiatives and
projects BlackRock performed in connection with its closed-end fund product line. These initiatives included completion of the refinancing of auction
rate preferred securities; developing equity shelf programs; efforts to eliminate product overlap with fund mergers; ongoing services to manage
leverage that has become increasingly complex; share repurchases and other support initiatives for certain BlackRock funds; and continued
communications efforts with shareholders, fund analysts and financial advisers. With respect to the latter, the Independent Board Members noted
BlackRock&#146;s continued commitment to supporting the secondary market for the common shares of its closed-end funds through a comprehensive
secondary market communication program designed to raise investor and analyst awareness and understanding of closed-end funds. BlackRock&#146;s support
services included, among other things: continuing communications concerning the refinancing efforts related to auction rate preferred securities;
sponsoring and participating in conferences; communicating with closed-end fund analysts covering the BlackRock funds throughout the year; providing
marketing and product updates for the closed-end funds; and maintaining and enhancing its closed-end fund website.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Conclusion</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Board, including the Independent Board Members, unanimously
approved the continuation of the Advisory Agreements between the Manager and its Fund for a one-year term ending June 30, 2015. Based upon their
evaluation of all of the aforementioned factors in their totality, the Boards, including the Independent Board Members, were satisfied that the terms
of the Advisory Agreements were fair and reasonable and in the best interest of the Funds and their shareholders. In arriving at their decision to
approve the Advisory Agreements, the Boards did not identify any single factor or group of factors as all-important or controlling, but considered all
factors together, and different Board Members may have attributed different weights to the various factors considered. The Independent Board Members
were also assisted by the advice of independent legal counsel in making this determination. The contractual fee arrangements for the Funds reflect the
results of several years of review by the Board Members and predecessor Board Members, and discussions between such Board Members (and predecessor
Board Members) and BlackRock. As a result, the Board Members&#146; conclusions may be based in part on their consideration of these arrangements in
prior years.</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">79<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_014"></A><FONT color=gray>Automatic Dividend Reinvestment Plans</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Pursuant to each Fund&#146;s Dividend Reinvestment Plan (the
&#147;Reinvestment Plan&#148;), Common Shareholders are automatically enrolled to have all distributions of dividends and capital gains reinvested by
Computershare Trust Company, N.A. (the &#147;Reinvestment Plan Agent&#148;) in the respective Fund&#146;s shares pursuant to the Reinvestment Plan.
Shareholders who do not participate in the Reinvestment Plan will receive all distributions in cash paid by check and mailed directly to the
shareholders of record (or if the shares are held in street name or other nominee name, then to the nominee) by the Reinvestment Plan Agent, which
serves as agent for the shareholders in administering the Reinvestment Plan.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">After the Funds declare a dividend or determine to make a capital
gain distribution, the Reinvestment Plan Agent will acquire shares for the participants&#146; accounts, depending upon the following circumstances,
either (i) through receipt of unissued but authorized shares from the Funds (&#147;newly issued shares&#148;) or (ii) by purchase of outstanding shares
on the open market or on the Fund&#146;s primary exchange (&#147;open-market purchases&#148;). If, on the dividend payment date, the net asset value
per share (&#147;NAV&#148;) is equal to or less than the market price per share plus estimated brokerage commissions (such condition often referred to
as a &#147;market premium&#148;), the Reinvestment Plan Agent will invest the dividend amount in newly issued shares acquired on behalf of the
participants. The number of newly issued shares to be credited to each participant&#146;s account will be determined by dividing the dollar amount of
the dividend by the NAV on the date the shares are issued. However, if the NAV is less than 95% of the market price on the dividend payment date, the
dollar amount of the dividend will be divided by 95% of the market price on the dividend payment date. If, on the dividend payment date, the NAV is
greater than the market price per share plus estimated brokerage commissions (such condition often referred to as a &#147;market discount&#148;), the
Reinvestment Plan Agent will invest the dividend amount in shares acquired on behalf of the participants in open-market purchases. If the Reinvestment
Plan Agent is unable to invest the full dividend amount in open-market purchases, or if the market discount shifts to a market premium during the
purchase period, the Reinvestment Plan Agent will invest any un-invested portion in newly issued shares. Investments in newly issued shares made in
this manner would be made pursuant to the same process described above and the date of issue for such newly issued shares will substitute for the
dividend payment date.</FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Participation in the Reinvestment Plan is completely voluntary and
may be terminated or resumed at any time without penalty by notice if received and processed by the Reinvestment Plan Agent prior to the dividend
record date. Additionally, the Reinvestment Plan Agent seeks to process notices received after the record date but prior to the payable date and such
notices often will become effective by the payable date. Where late notices are not processed by the applicable payable date, such termination or
resumption will be effective with respect to any subsequently declared dividend or other distribution.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Reinvestment Plan Agent&#146;s fees for the handling of the
reinvestment of dividends and distributions will be paid by each Fund. However, each participant will pay a pro rata share of brokerage commissions
incurred with respect to the Reinvestment Plan Agent&#146;s open market purchases in connection with the reinvestment of dividends and distributions.
The automatic reinvestment of dividends and distributions will not relieve participants of any federal income tax that may be payable on such dividends
or distributions.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund reserves the right to amend or terminate the
Reinvestment Plan. There is no direct service charge to participants in the Reinvestment Plan. However, each Fund reserves the right to amend the
Reinvestment Plan to include a service charge payable by the participants. Participants that request a sale of shares are subject to a $2.50 sales fee
and a $0.15 per share fee. Per share fees include any applicable brokerage commissions the Reinvestment Plan Agent is required to pay. All
correspondence concerning the Reinvestment Plan should be directed to Computershare Trust Company, N. A. through the internet at
http://www.computershare.com/blackrock, or in writing to Computershare, P. O. Box 30170, College Station, TX 77842-3170, Telephone: (800) 699-1236.
Overnight correspondence should be directed to the Reinvestment Plan Agent at Computershare, 211 Quality Circle, Suite 210, College Station, TX
77845.</FONT></DIV></P>

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<TD STYLE="text-align: left; width: 33%">80</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_015"></A><FONT color=gray>Officers and Directors</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 20pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 20%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Name, Address<SUP>1</SUP><BR> and Year
of Birth</B></B></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Position(s)<BR> Held with<BR>
Funds</B></B></FONT></TD>
     <TD STYLE="text-align: left; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Length<BR> of Time<BR> Served as<BR> a
Director<SUP>3</SUP></B></B></FONT></TD>
     <TD STYLE="text-align: left; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Principal Occupation(s) During Past
Five Years</B></B></FONT></TD>
     <TD STYLE="text-align: left; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Number of BlackRock-<BR> Advised
Registered<BR> Investment Companies<BR> (&#147;RICs&#148;) Consisting of<BR> Investment Portfolios<BR> (&#147;Portfolios&#148;)
Overseen</B></B></FONT></TD>
     <TD STYLE="text-align: left; width: 5%"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Public<BR>
Directorships</B></B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD colspan=11 STYLE="border-top: gray 2pt solid; text-align: left; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Independent Directors<SUP>2</SUP></DIV></FONT></B></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Richard E. Cavanagh</B><BR> 1946</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chairman of<BR> the Board<BR> and Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Trustee, Aircraft Finance Trust from 1999 to 2009; Director, The Guardian Life Insurance Company of America
since 1998; Director, Arch Chemical (chemical and allied products) from 1999 to 2011; Trustee, Educational Testing Service from 1997 to 2009 and
Chairman thereof from 2005 to 2009; Senior Advisor, The Fremont Group since 2008 and Director thereof since 1996; Faculty Member/Adjunct Lecturer,
Harvard University since 2007; President and Chief Executive Officer, The Conference Board, Inc. (global business research organization) from 1995 to
2007.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Karen P. Robards</B><BR> 1950</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vice Chairperson of the Board, Chairperson of the Audit Committee<BR> and Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Partner of Robards &amp; Company, LLC (financial advisory firm) since 1987; Co-founder and Director of the
Cooke Center for Learning and Development (a not-for-profit organization) since 1987; Director of Care Investment Trust, Inc. (health care real estate
investment trust) from 2007 to 2010; Investment Banker at Morgan Stanley from 1976 to 1987.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">AtriCure, Inc.<BR> (medical devices); Greenhill &amp; Co., Inc.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Michael J. Castellano</B><BR> 1946</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director and Member of the Audit Committee</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2011</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chief Financial Officer of Lazard Group LLC from 2001 to 2011; Chief Financial Officer of Lazard Ltd from
2004 to 2011; Director, Support Our Aging Religious (non-profit) since 2009; Director, National Advisory Board of Church Management at Villanova
University since 2010; Trustee, Domestic Church Media Foundation since 2012.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Frank J. Fabozzi<SUP>4</SUP></B><BR> 1948</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director and Member of the Audit Committee</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Editor of and Consultant for The Journal of Portfolio Management since 2006; Professor of Finance, EDHEC
Business School since 2011; Professor in the Practice of Finance and Becton Fellow, Yale University School of Management from 2006 to 2011; Adjunct
Professor of Finance and Becton Fellow, Yale University from 1994 to 2006.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">115 RICs consisting of<BR> 237 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Kathleen F. Feldstein</B><BR> 1941</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">President of Economics Studies, Inc. (private economic consulting firm) since 1987; Chair, Board of
Trustees, McLean Hospital from 2000 to 2008 and Trustee Emeritus thereof since 2008; Member of the Board of Partners Community Healthcare, Inc. from
2005 to 2009; Member of the Corporation of Partners HealthCare since 1995; Trustee, Museum of Fine Arts, Boston since 1992; Member of the Visiting
Committee to the Harvard University Art Museum since 2003; Director, Catholic Charities of Boston since 2009.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">The McClatchy Company (publishing)</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>James T. Flynn</B><BR> 1939</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director and Member of the Audit Committee</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chief Financial Officer of JPMorgan &amp; Co., Inc. from 1990 to 1995.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Jerrold B. Harris</B><BR> 1942</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Trustee, Ursinus College since 2000; Director, Ducks Unlimited, Inc. (conservations) since 2013; Director,
Troemner LLC (scientific equipment) since 2000; Director of Delta Waterfowl Foundation from 2010 to 2012; President and Chief Executive Officer, VWR
Scientific Products Corporation from 1990 to 1999.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Kelso Capital Corp. (business development company)</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>R. Glenn Hubbard</B><BR> 1958</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Dean, Columbia Business School since 2004; Faculty member, Columbia Business School since
1988.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">ADP (data and information services); Metropolitan Life Insurance Company (insurance)</DIV></FONT></TD>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">81<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Officers and Directors (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 20pt"><TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Name, Address<SUP>1</SUP><BR> and Year
of Birth</B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Position(s)<BR> Held with<BR>
Funds</B></B></FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Length<BR> of Time<BR> Served as<BR> a
Director<SUP>3</SUP></B></B></FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Principal Occupation(s) During Past
Five Years</B></B></FONT></TD>
     <TD STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Number of BlackRock-<BR> Advised
Registered<BR> Investment Companies<BR> (&#147;RICs&#148;) Consisting of<BR> Investment Portfolios<BR> (&#147;Portfolios&#148;)
Overseen</B></B></FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Public<BR>
Directorships</B></B></FONT></TD></TR>
<TR VALIGN="TOP">
     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Independent Directors<SUP>2</SUP> (concluded)</B></DIV></FONT></B></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>W. Carl Kester</B><BR> 1951</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director and Member of the Audit Committee</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">George Fisher Baker Jr. Professor of Business Administration, Harvard Business School since 2008; Deputy
Dean for Academic Affairs from 2006 to 2010; Chairman of the Finance Unit, 2005 to 2006; Senior Associate Dean and Chairman of the MBA Program from
1999 to 2005; Member of the faculty of Harvard Business School since 1981.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">82 RICs consisting of<BR> 82 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=19><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><SUP>1</SUP>&nbsp; The address of each Director is c/o BlackRock, Inc., Park Avenue Plaza, 55 East 52nd Street, New York, NY
10055.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=19><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 13px;
TEXT-INDENT: -13px"><SUP>2</SUP>&nbsp; Independent Directors serve until their resignation, removal or death, or until December 31 of the year in which they turn 74. The maximum age limitation may be waived as to any Director by action
                                                                                                              of a majority of the Directors upon finding good cause thereof. In 2013, the Board of Directors unanimously approved
                                                                                                              extending the mandatory retirement age for James T. Flynn by one additional year which the Board believed would be in the
                                                                                                              best interest of shareholders. Mr. Flynn can serve until December 31 of the year in which he turns 75. Mr. Flynn turns 75
                                                                                                              in 2014.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=19><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 13px;
TEXT-INDENT: -13px"><SUP>3</SUP>&nbsp; Date shown is the earliest date a person has served for the Funds covered by this annual report. Following the combination of Merrill Lynch Investment Managers, L.P. (&#147;MLIM&#148;) and
                                                                                                              BlackRock, Inc. (&#147;BlackRock&#148;) in September 2006, the various legacy MLIM and legacy BlackRock fund boards were
                                                                                                              realigned and consolidated into three new fund boards in 2007. As a result, although the chart shows certain Directors as
                                                                                                              joining the Funds&#146; board in 2007, those Directors first became members of the boards of other legacy MLIM or legacy
                                                                                                              BlackRock funds as follows: Richard E. Cavanagh, 1994; Frank J. Fabozzi, 1988; Kathleen F. Feldstein, 2005; James T. Flynn,
                                                                                                              1996; Jerrold B. Harris, 1999; R. Glenn Hubbard, 2004; W. Carl Kester, 1995 and Karen P. Robards, 1998.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=19><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><SUP>4</SUP>&nbsp; Dr. Fabozzi is also a board member of the BlackRock Equity-Liquidity Complex.</DIV></FONT></TD>
</TR>
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     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
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     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Interested Directors<SUP>5</SUP></B></DIV></FONT></B></TD>
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<TR><TD>&nbsp;</TD></TR>
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     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Paul L. Audet</B><BR> 1953</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2011</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Senior Managing Director of BlackRock and Head of U.S. Mutual Funds since 2011; Head of BlackRock&#146;s
Real Estate business from 2008 to 2011; Member of BlackRock&#146;s Global Operating and Corporate Risk Management Committees since 2008; Head of
BlackRock&#146;s Global Cash Management business from 2005 to 2010; Acting Chief Financial Officer of BlackRock from 2007 to 2008; Chief Financial
Officer of BlackRock from 1998 to 2005.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">144 RICs consisting of<BR> 330 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
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     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Henry Gabbay</B><BR> 1947</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Consultant, BlackRock from 2007 to 2008; Managing Director, BlackRock from 1989 to 2007; Chief
Administrative Officer, BlackRock Advisors, LLC from 1998 to 2007; President of BlackRock Funds and BlackRock Allocation Target Shares from 2005 to
2007; Treasurer of certain closed-end funds in the BlackRock fund complex from 1989 to 2006.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">144 RICs consisting of<BR> 330 Portfolios</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">None</DIV></FONT></TD>
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     <TD STYLE="text-align: left; width: 15%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 13px;
TEXT-INDENT: -13px"><SUP>5</SUP>&nbsp; Mr. Audet is an &#147;interested person,&#148; as defined in the 1940 Act, of the Funds based on his position with
BlackRock and its affiliates as well as his ownership of BlackRock securities. Mr. Gabbay is an &#147;interested person&#148; of the Funds based on his
former positions with BlackRock and its affiliates as well as his ownership of BlackRock and The PNC Financial Services Group, Inc. securities. Mr.
Audet and Mr. Gabbay are also Directors of two complexes of BlackRock registered open-end funds, the BlackRock Equity-Liquidity Complex and the
BlackRock Equity-Bond Complex. Interested Directors of the BlackRock Closed-End Complex serve until their resignation, removal or death, or until
December 31 of the year in which they turn 72. The maximum age limitation may be waived as to any Director by action of a majority of the Directors
upon finding a good cause thereof.</DIV></FONT></TD>
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<TD STYLE="text-align: left; width: 33%">82</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Officers and Directors (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
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     <TD WIDTH="20%" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Name, Address<SUP>1</SUP><BR> and Year
of Birth</B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Position(s)<BR> Held with<BR>
Funds</B></B></FONT></TD>
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Length of<BR> Time
Served</B></B></FONT></TD>
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Principal Occupation(s) During Past
Five Years</B></B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Officers<SUP>2</SUP></B></DIV></FONT></B></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>John M. Perlowski</B><BR> 1964</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">President and Chief Executive Officer</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2011</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Managing Director of BlackRock since 2009; Global Head of BlackRock Fund Services since 2009; Managing
Director and Chief Operating Officer of the Global Product Group at Goldman Sachs Asset Management, L.P. from 2003 to 2009; Treasurer of Goldman Sachs
Mutual Funds from 2003 to 2009 and Senior Vice President thereof from 2007 to 2009; Director of Goldman Sachs Offshore Funds from 2002 to 2009;
Director of Family Resource Network (charitable foundation) since 2009.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Brendan Kyne</B><BR> 1977</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vice<BR> President</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2009</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Managing Director of BlackRock, Inc. since 2010; Director of BlackRock, Inc. from 2008 to 2009; Head of
Americas Product Development for BlackRock since 2013, Head of Product Development and Management for BlackRock&#146;s U.S. Retail Group from 2009 to
2013 and Co-head thereof from 2007 to 2009; Vice President of BlackRock, Inc. from 2005 to 2008.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Robert W. Crothers</B><BR> 1981</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Vice<BR> President</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2012</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director of BlackRock since 2011; Vice President of BlackRock from 2008 to 2010.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Neal Andrews</B><BR> 1966</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chief<BR> Financial<BR> Officer</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Managing Director of BlackRock since 2006; Senior Vice President and Line of Business Head of Fund
Accounting and Administration at PNC Global Investment Servicing (U.S.) Inc. from 1992 to 2006.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Jay Fife</B><BR> 1970</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Treasurer</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2007</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Managing Director of BlackRock since 2007; Director of BlackRock in 2006; Assistant Treasurer of the MLIM
and Fund Asset Management, L.P. advised funds from 2005 to 2006; Director of MLIM Fund Services Group from 2001 to 2006.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="20%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Charles Park</B><BR>1967</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chief Compliance Officer and Anti-Money Laundering Officer</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2014</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chief Compliance Officer of BlackRock Advisors, LLC and the BlackRock-advised Funds in the Equity-Bond
Complex, the Equity-Liquidity Complex and the Closed-End Complex since 2014; Principal of and Chief Compliance Officer for iShares<sup>&#174;</sup>
Delaware Trust Sponsor LLC since 2012 and BlackRock Fund Advisors (&#147;BFA&#148;) since 2006; Chief Compliance Officer for the BFA-advised iShares
exchange traded funds since 2006; Chief Compliance Officer for BlackRock Asset Management International Inc. since 2012.</DIV></FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Janey Ahn</B><BR> 1975</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Secretary</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Since<BR> 2012</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Director of BlackRock since 2009; Vice President of BlackRock from 2008 to 2009. Assistant Secretary of the
Funds from 2008 to 2012.</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="20%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=11><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 13px;
TEXT-INDENT: -13px"><SUP>1</SUP>&nbsp; The address of each Officer is c/o BlackRock, Inc., Park Avenue Plaza, 55 East 52nd Street, New York, NY
10055.</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="20%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN=11><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;<DIV STYLE="MARGIN-LEFT: 13px;
TEXT-INDENT: -13px"><SUP>2</SUP>&nbsp; Officers of the Funds serve at the pleasure of the Boards.</DIV></FONT></TD>
</TABLE>

<DIV STYLE="BORDER: SOLID WINDOWTEXT 1PX; PADDING: 4px; MARGIN-TOP: 12px; WIDTH: 98%">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Effective June 6, 2014, Brian Kindelan resigned as Chief Compliance Officer and Anti-Money Laundering Officer of the Funds and Charles Park became
Chief Compliance Officer and Anti-Money Laundering Officer of the Funds.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
</TR></TABLE>
</DIV>
</DIV><BR STYLE="clear:both">
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT:
0px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="20%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Investment Advisor</B><BR> BlackRock Advisors, LLC<BR> Wilmington, DE 19809<BR> </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Custodian and Accounting Agent</B><BR> State Street Bank and Trust Company<BR> Boston, MA 02110<BR><BR><B>Transfer Agent</B><BR> <B>Common
Shares</B><BR> Computershare Trust Company, N.A.<BR> Canton, MA 02021</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Independent Registered<BR> Public Accounting Firm</B><BR> Deloitte &amp; Touche LLP<BR> Boston, MA 02116<BR><BR><B>Legal Counsel</B><BR> Skadden,
Arps, Slate,<BR> Meagher &amp; Flom LLP<BR> New York, NY 10036</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Address of the Funds</B><BR> 100 Bellevue Parkway<BR> Wilmington, DE 19809</DIV></FONT></TD>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">83<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><A NAME="a_016"></A><FONT color=gray>Additional Information</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: gray"><B>Proxy Results</B></FONT></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Annual Meeting of Shareholders was held on July 30, 2014 for
shareholders of record on June 3, 2014 to elect director nominees for each Fund. There were no broker non-votes with regard to any of the
Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Approved the Class I Directors as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Paul L. Audet</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Michael J. Castellano</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>R. Glenn Hubbard</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,416,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">142,354</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,402,377</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,444</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,415,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">143,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BLW</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,167,427</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">322,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,175,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">314,966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,141,719</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">348,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">

<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="15%" nowrap ALIGN="CENTER"><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"></FONT><FONT STYLE="font-size: 8pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>


<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 15%; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="11" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>W. Carl Kester</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="15%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="15%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,415,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">143,297</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="15%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BLW</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,170,791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">319,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the Funds listed above, Directors whose term of office
continued after the Annual Meeting of Shareholders because they were not up for election are Richard E. Cavanagh, Frank J. Fabozzi, Kathleen F.
Feldstein, James T. Flynn, Henry Gabbay, Jerrold B. Harris and Karen P. Robards.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Approved the Directors as follows:</FONT></DIV></P>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Paul L. Audet</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Michael J. Castellano</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Richard E. Cavanagh</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,450,782</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">701,572</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,447,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">704,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,444,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">707,778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Frank J. Fabozzi</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Kathleen F. Feldstein</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>James T. Flynn</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,441,098</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">711,256</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,425,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">727,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,429,118</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">723,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-bottom: 3pt">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Henry Gabbay</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Jerrold B. Harris</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>R. Glenn Hubbard</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,443,465</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">708,889</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,432,760</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">719,594</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,436,136</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">716,218</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN=27 WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>W. Carl Kester</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Karen P. Robards</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes For</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR>Withheld</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: Black; margin-top: 0pt; margin-bottom: 0pt"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">27,435,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">716,954</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">27,442,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">710,291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">84</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-60349-back PAGE POSITION: 11 -->
<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">Fund Certification</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>


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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Certain Funds are listed for trading on the NYSE and have filed
with the NYSE their annual chief executive officer certification regarding compliance with the NYSE&#146;s listing standards. The Funds filed with the
SEC</FONT></DIV></P>

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</DIV><DIV style="width: 48%; float: right;">



<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">the certification of their chief executive officer and chief
financial officer required by section 302 of the Sarbanes-Oxley Act. &nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>


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</div><br style="clear:both"><br style="clear:both">



<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">Dividend Policy</FONT></B></P>


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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund&#146;s dividend policy is to distribute all or a portion
of its net investment income to its shareholders on a monthly basis. In order to provide shareholders with a more stable level of dividend
distributions, the dividends paid by the Funds for any particular month may be more or less than the amount of net investment income earned by the
Funds during such month. The portion of dividend distributions that exceeds a Fund&#146;s current and accumulated earnings and profits, which are
measured on a tax basis, will constitute a nontaxable return of capital. Dividend</DIV>


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</DIV><DIV style="width: 48%; float: right;">



<DIV STYLE="text-align: left">distributions in excess of a Fund&#146;s taxable income and net
capital gains, but not in excess of a Fund&#146;s earnings and profits, will be taxable to shareholders as ordinary income and will not constitute a
nontaxable return of capital. The Funds&#146; current accumulated but undistributed net investment income, if any, is disclosed in the Statements of
Assets and Liabilities, which comprises part of the financial information included in this report.</FONT></DIV></P>


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</div><br style="clear:both"><br style="clear:both">



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<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">85<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100% font: 10pt Times
New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
<!-- agabop mode="main" last-style="text" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">General Information</FONT></B></P>


<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">



<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds do not make available copies of their Statements of
Additional Information because the Funds&#146; shares are not continuously offered, which means that the Statement of Additional Information of each
Fund has not been updated after completion of the respective Fund&#146;s offerings and the information contained in each Fund&#146;s Statement of
Additional Information may have become outdated.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">During the period, there were no material changes in the
Funds&#146; investment objectives or policies or to the Funds&#146; charters or by-laws that would delay or prevent a change of control of the Funds
that were not approved by shareholders or in the principal risk factors associated with investment in the Funds. There have been no changes in the
persons who are primarily responsible for the day-to-day management of the Funds&#146; portfolios.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Quarterly performance, semi-annual and annual reports and other
information regarding the Funds may be found on BlackRock&#146;s website, which can be accessed at <B>http://www.blackrock.com</B>. This reference to
BlackRock&#146;s website is intended to allow investors public access to information regarding the Funds and does not, and is not intended to,
incorporate BlackRock&#146;s website in this report.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Electronic Delivery</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Electronic copies of most financial reports are available on the
Funds&#146; web-sites or shareholders can sign up for e-mail notifications of quarterly statements, annual and semi-annual reports by enrolling in the
Funds&#146; electronic delivery program.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Shareholders Who Hold Accounts with Investment
                                         Advisors, Banks or Brokerages:</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Please contact your financial advisor to enroll. Please note that
not all investment advisors, banks or brokerages may offer this service.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Householding</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds will mail only one copy of shareholder documents,
including annual and semi-annual reports and proxy statements, to shareholders with multiple accounts at the same address. This practice is commonly
called &#147;householding&#148; and is intended to reduce expenses and eliminate duplicate mailings of shareholder documents. Mailings of your
shareholder documents may be householded indefinitely unless you instruct us otherwise. If you do not want the mailing of these documents to be
combined with those for other members of your household, please call the Funds at (800) 882-0052.</FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Quarterly Schedule of
                                         Investments</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds files their complete schedule of portfolio holdings with
the SEC for the first and third quarters of each fiscal year on Form N-Q. The Funds&#146; Forms N-Q are available on the SEC&#146;s website at
http://www.sec.gov and may also be reviewed and copied at the SEC&#146;s Public Reference Room in Washington, DC. Information on how to access
documents on the SEC&#146;s website without charge may be obtained by calling (800) SEC-0330. The Fund&#146;s Forms N-Q may also be obtained upon
request and without charge by calling (800) 882-0052.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Proxy Voting Policies
                                         and Procedures</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">A description of the policies and procedures that the Funds use to
determine how to vote proxies relating to portfolio securities is available (1) without charge, upon request, by calling (800) 882-0052; (2) at
<B>http://www.blackrock.com</B>; and (3) on the SEC&#146;s website at http://www.sec.gov.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Proxy Voting Record</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Information about how the Funds voted proxies relating to
securities held in the Funds&#146; portfolios during the most recent 12-month period ended June 30 is available upon request and without charge (1) at
<B>http://www.blackrock.com</B> or by calling (800) 882-0052 and (2) on the SEC&#146;s website at http://www.sec.gov.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Fund Updates</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock will update performance and certain other data for the
Funds on a monthly basis on its website in the &#147;Closed-end Funds&#148; section of <B>http://www.blackrock.com</B> as well as certain other
material information as necessary from time to time. Investors and others are advised to periodically check the website for updated performance
information and the release of other material information about the Funds. This reference to BlackRock&#146;s website is intended to allow investors
public access to information regarding the Funds and does not, and is not intended to, incorporate BlackRock&#146;s website in this
report.</FONT></DIV></P>


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<TD STYLE="text-align: left; width: 33%">86</TD>
<TD STYLE="text-align: center; width: 34%">ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">AUGUST 31, 2014<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">Shelf Offering Program</FONT></B></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">From time-to-time, each Fund may seek to raise additional equity
capital through an equity shelf program (a &#147;Shelf Offering&#148;). In a Shelf Offering, a Fund may, subject to market conditions, raise additional
equity capital by issuing new Common Shares from time to time in varying amounts at a net price at or above the Fund&#146;s net asset value
(&#147;NAV&#148;) per Common Share (calculated within 48 hours of pricing). While any such Shelf Offering may allow a Fund to pursue additional
investment opportunities without the need to sell existing portfolio investments, it could also entail risks &#151; including that the issuance of
additional Common Shares may limit the extent to which the Common Shares are able to trade at a premium to NAV in the secondary
market.</FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">On May 2, 2014, BLW and FRA each filed a final prospectus with the
SEC in connection with its Shelf Offering. This report and the prospectuses of BLW and FRA are not offers to sell BLW or FRA Common Shares or
solicitations of an offer to buy BLW or FRA Common Shares in any jurisdiction where such offers or sales are not permitted. The prospectuses of BLW and
FRA contain important information about such Funds, including their investment objectives, risks, charges and expenses. Investors of BLW and FRA are
urged to read the prospectuses of BLW and FRA carefully and in their entirety before investing. Copies of the final prospectuses for BLW and FRA can be
obtained from BlackRock at <B>http://www.blackrock.com.</B>&nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>

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<P STYLE="text-align: left; color: Gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><B><FONT COLOR="gray">BlackRock Privacy Principles</FONT></B></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock is committed to maintaining the privacy of its current
and former fund investors and individual clients (collectively, &#147;Clients&#148;) and to safeguarding their non-public personal information. The
following information is provided to help you understand what personal information BlackRock collects, how we protect that information and why in
certain cases we share such information with select parties.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">If you are located in a jurisdiction where specific laws, rules or
regulations require BlackRock to provide you with additional or different privacy-related rights beyond what is set forth below, then BlackRock will
comply with those specific laws, rules or regulations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock obtains or verifies personal non-public information from
and about you from different sources, including the following: (i) information we receive from you or, if applicable, your financial intermediary, on
applications, forms or other documents; (ii) information about your transactions with us, our affiliates, or others; (iii) information we receive from
a consumer reporting agency; and (iv) from visits to our websites.</FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock does not sell or disclose to non-affiliated third
parties any non-public personal information about its Clients, except as permitted by law or as is necessary to respond to regulatory requests or to
service Client accounts. These non-affiliated third parties are required to protect the confidentiality and security of this information and to use it
only for its intended purpose.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">We may share information with our affiliates to service your
account or to provide you with information about other BlackRock products or services that may be of interest to you. In addition, BlackRock restricts
access to non-public personal information about its Clients to those BlackRock employees with a legitimate business need for the information. BlackRock
maintains physical, electronic and procedural safeguards that are designed to protect the non-public personal information of its Clients, including
procedures relating to the proper storage and disposal of such information.</FONT></DIV></P>


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<TD STYLE="text-align: center; width: 34%">AUGUST 31, 2014</TD>
<TD STYLE="text-align: right; width: 33%">87<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">This report is intended for existing shareholders. It is not a
prospectus. Past performance results shown in this report should not be considered a representation of future performance. The Funds have leveraged
their Common Shares, which creates risks for Common Shareholders, including the likelihood of greater volatility of net asset value and market price of
the Common Shares, and the risk that fluctuations in short-term interest rates may reduce the Common Shares&#146; yield. Statements and other
information herein are as dated and are subject to change.</FONT></DIV></P>
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<IMG SRC="paperless_page-76.jpg" STYLE="height: 91px; width: 250px">
<BR>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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0px">CEFT-BK3-8/14-AR</DIV></FONT></TD>
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     <TD ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><IMG SRC="blackrock_1-5in.jpg">
<BR>
&nbsp;</FONT></TD>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &#8211; &#9;&nbsp;Code of Ethics
&#8211; The registrant (or the &#8220;Fund&#8221;) has adopted a code of ethics, as of the end of the period covered by this report,
applicable to the registrant&#8217;s principal executive officer, principal financial officer, principal accounting officer or
controller, or persons performing similar functions. During the period covered by this report, there have been no amendments to
or waivers granted under the code of ethics. A copy of the code of ethics is available without charge at www.blackrock.com.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt; text-indent: -42pt">Item 3 &#8211;&#9;&nbsp;Audit Committee
Financial Expert &#8211; The registrant&#8217;s board of directors (the &#8220;board of directors&#8221;), has determined that
(i) the registrant has the following audit committee financial experts serving on its audit committee and (ii) each audit committee
financial expert is independent:<BR>
<BR>
</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Frank J. Fabozzi<BR>
James T. Flynn<BR>
W. Carl Kester<BR>
Karen P. Robards</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-align: justify">The registrant&#8217;s board of directors
has determined that W. Carl Kester and Karen P. Robards qualify as financial experts pursuant to Item 3(c)(4) of Form N-CSR.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 42pt"><FONT STYLE="font-size: 11pt">Prof. Kester has a thorough
understanding of generally accepted accounting principles, financial statements and internal control over financial reporting as
well as audit committee functions. Prof. Kester has been involved in providing valuation and other financial consulting services
to corporate clients since 1978. Prof. Kester&#8217;s financial consulting services present a breadth and level of complexity of
accounting issues that are generally comparable to the breadth and complexity of issues that can reasonably be expected to be raised
by the registrant&#8217;s financial statements. </FONT><BR>
<BR>
<FONT STYLE="font-size: 11pt">Ms. Robards has a thorough understanding of generally accepted accounting principles, financial statements
and internal control over financial reporting as well as audit committee functions. Ms. Robards has been President of Robards &amp;
Company, a financial advisory firm, since 1987. Ms. Robards was formerly an investment banker for more than 10 years where she
was responsible for evaluating and assessing the performance of companies based on their financial results. Ms. Robards has over
30 years of experience analyzing financial statements. She also is a member of the audit committee of one publicly held company
and a non-profit organization.</FONT><BR>
<BR>
<FONT STYLE="font-size: 11pt">Under applicable securities laws, a person determined to be an audit committee financial expert will
not be deemed an &#8220;expert&#8221; for any purpose, including without limitation for the purposes of Section 11 of the Securities
Act of 1933, as a result of being designated or identified as an audit committee financial expert. The designation or identification
as an audit committee financial expert does not impose on such person any duties, obligations, or liabilities greater than the
duties, obligations, and liabilities imposed on such person as a member of the audit committee and board of directors in the absence
of such designation or identification. The designation or identification of a person as an audit committee financial expert does
not affect the duties, obligations, or liability of any other member of the audit committee or board of directors. </FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>


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<TD STYLE="width: 0%"></TD><TD NOWRAP STYLE="width: 0.6in; text-align: left">Item 4 &#8211;</TD><TD> Principal Accountant Fees and Services</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 0.6in; text-align: left"></TD><TD>The following table presents fees billed by Deloitte &amp; Touche LLP (&#8220;D&amp;T&#8221;) in each of the last two
                                                                         fiscal years for the services rendered to the Fund:</TD>
</TR></TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; border: Black 1pt solid; font-size: 11pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt"><B>(a) Audit Fees</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt"><B>(b) Audit-Related Fees<SUP>1</SUP></B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt"><B>(c) Tax Fees<SUP>2</SUP></B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt"><B>(d) All Other Fees<SUP>3</SUP></B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 19%; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Entity Name</U></B></FONT></TD>
    <TD STYLE="width: 11%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Current Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Previous Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Current Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Previous Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Current Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Previous Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Current Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 10%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Previous Fiscal Year End</U></B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid"><FONT STYLE="font-size: 8pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$67,688</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$66,638</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$24,800</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$21,800</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD></TR>
</TABLE>
<P STYLE="font: 9pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.6in">The following table presents fees billed by D&amp;T that
were required to be approved by the registrant&#8217;s audit committee (the &#8220;Committee&#8221;) for services that relate directly
to the operations or financial reporting of the Fund and that are rendered on behalf of BlackRock Advisors, LLC (&#8220;Investment
Adviser&#8221; or &#8220;BlackRock&#8221;) and entities controlling, controlled by, or under common control with BlackRock (not
including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment
adviser) that provide ongoing services to the Fund (&#8220;Fund Service Providers&#8221;):</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 31%; border: Black 1pt solid; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="width: 31%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt"><B>Current Fiscal Year End</B></FONT></TD>
    <TD STYLE="width: 38%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt"><B>Previous Fiscal Year End</B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: -0.25in"><FONT STYLE="font-size: 8pt"><B>(b) Audit-Related Fees<SUP>1</SUP></B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: -0.25in"><FONT STYLE="font-size: 8pt"><B>(c) Tax Fees<SUP>2</SUP></B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$0</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: -0.25in"><FONT STYLE="font-size: 8pt"><B>(d) All Other Fees<SUP>3</SUP></B></FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$2,555,000</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.25in; text-align: center"><FONT STYLE="font-size: 8pt">$2,865,000</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><SUP>1</SUP> The nature of the services includes assurance and related
services reasonably related to the performance of the audit of financial statements not included in Audit Fees.</P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt; text-indent: -41.75pt"><SUP>2</SUP> The nature of the
services includes tax compliance, tax advice and tax planning.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font-size: 8pt"><SUP>3</SUP> Aggregate fees borne by
BlackRock in connection with the review of compliance procedures and attestation thereto performed by D&amp;T with respect to all
of the registered closed-end funds and some of the registered open-end funds advised by BlackRock.</FONT><BR>
<BR>
<FONT STYLE="font-size: 11pt">(e)(1) Audit Committee Pre-Approval Policies and Procedures:</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.6in; text-indent: 30pt">The Committee has adopted policies and
procedures with regard to the pre-approval of services. Audit, audit-related and tax compliance services provided to the registrant
on an annual basis require specific pre-approval by the Committee. The Committee also must approve other non-audit services provided
to the registrant and those non-audit services provided to the Investment Adviser and Fund Service Providers that relate directly
to the operations and the financial reporting of the registrant. Certain of these non-audit services that the Committee believes
are (a) consistent with the SEC&#8217;s auditor independence rules and (b) routine and recurring services that will not impair
the independence of the independent accountants may be approved by the Committee without consideration on a specific case-by-case
basis (&#8220;general pre-approval&#8221;). The term of any general pre-approval is 12 months from the date of the pre-approval,
unless the Committee provides for a different period. Tax or other non-audit services provided to the registrant which have a direct
impact on the operations or financial reporting of the registrant will only be deemed pre-approved provided that any individual
project does not exceed $10,000 attributable to the registrant or $50,000 per project. For this purpose, multiple projects will
be aggregated to determine if they exceed the previously mentioned cost levels.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.6in; text-indent: 30pt">&#9;Any proposed services exceeding
the pre-approved cost levels will require specific pre-approval by the Committee, as will any other services not subject to general
pre-approval (e.g., </P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42.75pt">unanticipated but permissible services).
The Committee is informed of each service approved subject to general pre-approval at the next regularly scheduled in-person board
meeting. At this meeting, an analysis of such services is presented to the Committee for ratification. The Committee may delegate
to the Committee Chairman the authority to approve the provision of and fees for any specific engagement of permitted non-audit
services, including services exceeding pre-approved cost levels.<BR>
<BR>
(e)(2) None of the services described in each of Items 4(b) through (d) were approved by the Committee pursuant to the de minimis
exception in paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.<BR>
<BR>
(f) Not Applicable<BR>
<BR>
(g) The aggregate non-audit fees paid to the accountant for services rendered by the accountant to the registrant, the Investment
Adviser and the Fund Service Providers were:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Times New Roman, Times, Serif; width: 50%; border-collapse: collapse; margin-left: 0.7in">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40%; border: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Entity Name</U></B></FONT></TD>
    <TD STYLE="width: 31%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Current Fiscal Year End</U></B></FONT></TD>
    <TD STYLE="width: 29%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-decoration: underline; text-align: center"><FONT STYLE="font-size: 8pt"><B><U>Previous Fiscal Year End</U></B></FONT></TD></TR>
<TR>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid"><FONT STYLE="font-size: 8pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$24,800</FONT></TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-size: 8pt">$21,800</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt; text-indent: -41.75pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 40.5pt"></TD><TD STYLE="width: 1.5pt"></TD><TD><FONT STYLE="font-size: 11pt">Additionally, SSAE 16 Review (Formerly, SAS No. 70) fees for the current and previous fiscal
years of $2,555,000</FONT><FONT STYLE="font-size: 8pt"> </FONT><FONT STYLE="font-size: 11pt">and $2,865,000, respectively, were
billed by D&amp;T to the Investment Adviser.</FONT></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 40.25pt"></TD><TD STYLE="width: 1.5pt"></TD><TD>(h) The Committee has considered and determined that the provision of non-audit services that were rendered to the Investment
Adviser, and the Fund Service Providers that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation
S-X is compatible with maintaining the principal accountant&#8217;s independence.</TD></TR></TABLE>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 5 &#8211;&#9;Audit Committee
of Listed Registrants</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 42pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-size: 11pt">(a)</FONT></TD><TD><FONT STYLE="font-size: 11pt">The following individuals are members of the registrant&#8217;s separately-designated standing
audit committee established in accordance with Section 3(a)(58)(A) of the Securities Exchange Act of 1934 (15 U.S.C. 78c(a)(58)(A)):</FONT><BR>
<BR>
<FONT STYLE="font-size: 11pt">Michael Castellano</FONT></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Frank J. Fabozzi<BR>
James T. Flynn<BR>
W. Carl Kester<BR>
Karen P. Robards</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 42pt"></TD><TD STYLE="width: 18pt"><FONT STYLE="font-size: 11pt">(b)</FONT></TD><TD><FONT STYLE="font-size: 11pt">Not Applicable</FONT></TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 6 &#8211; &#9;Investments<BR>
(a) The registrant&#8217;s Schedule of Investments is included as part of the Report to Stockholders filed under Item 1 of this
Form.</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt"><BR>
(b) Not Applicable due to no such divestments during the semi-annual period covered since the previous Form N-CSR filing.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 7 &#8211; &#9;&nbsp;Disclosure of
Proxy Voting Policies and Procedures for Closed-End Management Investment Companies &#8211; The board of directors has delegated
the voting of proxies for the Fund&#8217;s portfolio securities to the Investment Adviser pursuant to the Investment Adviser&#8217;s
proxy voting guidelines. Under these guidelines, the Investment Adviser will vote proxies related to Fund securities in the best
interests of the Fund and its stockholders. From time to time, a vote may present a conflict between the interests of the Fund&#8217;s
stockholders, on the one hand, and those of the Investment Adviser, or any affiliated person of the Fund or the Investment Adviser,
on the other. In such event, provided that the Investment Adviser&#8217;s Equity Investment Policy Oversight Committee, or a sub-committee
thereof (the &#8220;Oversight Committee&#8221;) is aware of the real or potential conflict or material non-routine matter and
if the Oversight Committee does not reasonably believe it is able to follow its general voting guidelines (or if the particular
proxy matter is not addressed in the guidelines) and vote impartially, the Oversight Committee may retain an independent fiduciary
to advise the Oversight Committee on how to vote or to cast votes on behalf of the Investment Adviser&#8217;s clients. If the
Investment Adviser determines not to retain an independent fiduciary, or does not desire to follow the advice of such independent
fiduciary, the Oversight Committee shall determine how to vote the proxy after consulting with the Investment Adviser&#8217;s
Portfolio Management Group and/or the Investment Adviser&#8217;s Legal and Compliance Department and concluding that the vote
cast is in its client&#8217;s best interest notwithstanding the conflict. A copy of the Fund&#8217;s Proxy Voting Policy and Procedures
are attached as Exhibit 99.PROXYPOL. Information on how the Fund voted proxies relating to portfolio securities during the most
recent 12-month period ended June 30 is available without charge, (i) at www.blackrock.com and (ii) on the SEC&#8217;s website
at <FONT STYLE="color: Blue"><U>http://www.sec.gov</U></FONT>.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 8 &#8211; &nbsp;Portfolio Managers
of Closed-End Management Investment Companies &#8211; as of August 31, 2014.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 1in; text-indent: -30pt">(a)(1) The registrant is managed
by a team of investment professionals comprised of Leland Hart, Managing Director at BlackRock, and C. Adrian Marshall, Director
at BlackRock. Each is jointly responsible for the day-to-day management of the registrant&#8217;s portfolio, which includes setting
the registrant&#8217;s overall investment strategy, overseeing the management of the registrant and/or selection of its investments.
Messrs. Hart and Marshall have been members of the registrant&#8217;s portfolio management team since 2009.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 24%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: -0.9pt; padding-left: 0.05in; font-size: 10pt"><B>Portfolio Manager</B></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 3.7pt; padding-left: 0.05in; font-size: 10pt"><B>Biography</B></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: -0.9pt; padding-left: 0.05in; font-size: 10pt">Leland Hart</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.05in; font-size: 10pt">Managing Director of BlackRock since 2009; Partner of R3 Capital Partners (&quot;R3&quot;) in 2009; Managing Director of R3 from 2008 to 2009; Managing Director of Lehman Brothers from 2006 to 2008; Executive Director of Lehman Brothers from 2003 to 2006.</TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: -0.9pt; padding-left: 0.05in; font-size: 10pt">C. Adrian Marshall</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.05in; font-size: 10pt">Director of BlackRock since 2007; Vice President of BlackRock from 2004 to 2007.</TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 1in; text-indent: -30pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 42pt"></TD><TD STYLE="width: 30pt">(a)(2)</TD><TD>As of August 31, 2014:</TD></TR></TABLE>


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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; border: Black 1pt solid; padding-bottom: 3pt; font-size: 11pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="text-align: center; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; vertical-align: top">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>(ii) Number of Other Accounts Managed</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt"><B>and Assets by Account Type</B></P></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(iii) Number&nbsp;of&nbsp;Other&nbsp;Accounts&nbsp;and</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Assets&nbsp;for Which Advisory Fee is</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: center"><B>Performance-Based</B></P></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 23%; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-bottom: 3pt">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>(i) Name of</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: center"><B>Portfolio Manager</B></P></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0.3pt 0 0; text-align: center"><B>Other</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0.3pt 0 0; text-align: center"><B>Registered</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0.3pt 0 0; text-align: center"><B>Investment</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0.3pt 11pt 0; text-align: center"><B>Companies</B></P></TD>
    <TD STYLE="width: 12%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt; text-align: center; vertical-align: top">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Other Pooled</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Investment</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt"><B>Vehicles</B></P></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt; text-align: center; vertical-align: middle">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Other</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt"><B>Accounts</B></P></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Other</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Registered</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0; text-align: center"><B>Investment</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: center"><B>Companies</B></P></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt; text-align: center; vertical-align: top">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Other Pooled</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Investment</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt"><B>Vehicles</B></P></TD>
    <TD STYLE="width: 13%; border-bottom: Black 1pt solid; border-right: Black 1pt solid; padding-bottom: 3pt; text-align: center; vertical-align: middle">
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0"><B>Other</B></P>
        <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0 0 11pt"><B>Accounts</B></P></TD></TR>
<TR STYLE="background-color: rgb(194,255,254)">
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-bottom: 3pt; padding-top: 3pt"><FONT STYLE="font-size: 8pt">Leland Hart</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">21</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">13</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">0</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">4</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">0</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-bottom: 3pt; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$4.64 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$1.25 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$1.91 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$5.75 Million</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$0</FONT></TD></TR>
<TR STYLE="background-color: rgb(194,255,254)">
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-bottom: 3pt; padding-top: 3pt"><FONT STYLE="font-size: 8pt">C. Adrian Marshall</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">21</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">13</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">0</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">4</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">0</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-bottom: 3pt; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$4.64 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$1.25 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$1.91 Billion</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$0</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$5.75 Million</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-bottom: 3pt; text-align: center; padding-top: 3pt"><FONT STYLE="font-size: 8pt">$0</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt PHHIM E+ Times; margin: 0">&nbsp;</P>

<P STYLE="font: 11pt PHHIM E+ Times; margin: 0">(iv)&#9;<FONT STYLE="font-family: Times New Roman, Times, Serif"><I>Portfolio Manager
Potential Material Conflicts of Interest</I></FONT></P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">BlackRock has built a professional working environment,
firm-wide compliance culture and compliance procedures and systems designed to protect against potential incentives that may favor
one account over another. BlackRock has adopted policies and procedures that address the allocation of investment opportunities,
execution of portfolio transactions, personal trading by employees and other potential conflicts of interest that are designed
to ensure that all client accounts are treated equitably over time. Nevertheless, BlackRock furnishes investment management and
advisory services to numerous clients in addition to the Fund, and BlackRock may, consistent with applicable law, make investment
recommendations to other clients or accounts (including accounts which are hedge funds or have performance or higher fees paid
to BlackRock, or in which portfolio managers have a personal interest in the receipt of such fees), which may be the same as or
different from those made to the Fund.&nbsp; In addition, BlackRock, Inc. its affiliates and significant shareholders and any officer,
director, shareholder or employee may or may not have an interest in the securities whose purchase and sale BlackRock recommends
to the Fund.&nbsp; BlackRock, Inc. or any of its affiliates or significant shareholders, or any officer, director, shareholder,
employee or any member of their families may take different actions than those recommended to the Fund by BlackRock with respect
to the same securities.&nbsp; Moreover, BlackRock may refrain from rendering any advice or services concerning securities of companies
of which any of BlackRock, Inc.&#8217;s (or its affiliates&#8217; or significant shareholders&#8217;) officers, directors or employees
are directors or officers, or companies as to which BlackRock, Inc. or any of its affiliates or significant shareholders or the
officers, directors and employees of any of them has any substantial economic interest or possesses material non-public information.&nbsp;
Certain portfolio managers also may manage accounts whose investment strategies may at times be opposed to the strategy utilized
for a fund.&nbsp; It should also be noted that Messrs. Hart and Marshall may be managing hedge fund and/or long only accounts,
or may be part of a team managing hedge fund and/or long only accounts, subject to incentive fees. Messrs. Hart and Marshall may
therefore be entitled to receive a portion of any incentive fees earned on such accounts.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.25in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0.5in">As a fiduciary, BlackRock owes a duty of loyalty
to its clients and must treat each client fairly.&nbsp; When BlackRock purchases or sells securities for more than one account,
the trades must be allocated in a manner consistent with its fiduciary duties.&nbsp; BlackRock attempts to allocate investments
in a fair and equitable manner among client accounts, with no account receiving preferential treatment.&nbsp; To this end, BlackRock,
Inc. has adopted policies that are intended to ensure reasonable efficiency in client transactions and provide BlackRock with sufficient
flexibility to allocate investments in a manner that is consistent with the particular investment discipline and client base, as
appropriate.</P>

<P STYLE="font: 10pt Calibri, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 42pt"></TD><TD STYLE="width: 30pt">(a)(3)</TD><TD>As of August 31, 2014:</TD></TR></TABLE>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt"><B>Portfolio Manager Compensation Overview</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in">&nbsp;<FONT STYLE="font-family: Times New Roman, Times, Serif">The
discussion below describes the portfolio managers&#8217; compensation as of August 31, 2014.</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt"><B>&nbsp;</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in">BlackRock&#8217;s financial arrangements
with its portfolio managers, its competitive compensation and its career path emphasis at all levels reflect the value senior management
places on key resources. Compensation may include a variety of components and may vary from year to year based on a number of factors.
The principal components of compensation include a base salary, a performance-based discretionary bonus, participation in various
benefits programs and one or more of the incentive compensation programs established by BlackRock.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-align: justify; text-indent: 0.5in"><B>Base compensation.</B>
Generally, portfolio managers receive base compensation based on their position with the firm.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt"><B>Discretionary Incentive Compensation </B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.25in"><B>&nbsp;</B></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">Discretionary incentive compensation is a function of several
components: the performance of BlackRock,&nbsp;Inc., the performance of the portfolio manager&#8217;s group within BlackRock, the
investment performance, including risk-adjusted returns, of the firm&#8217;s assets under management or supervision by that portfolio
manager relative to predetermined benchmarks, and the individual&#8217;s performance and contribution to the overall performance
of these portfolios and BlackRock.&nbsp; In most cases, these benchmarks are the same as the benchmark or benchmarks against which
the performance of the Funds or other accounts managed by the portfolio managers are measured.&nbsp; Among other things, BlackRock&#8217;s
Chief Investment Officers make a subjective determination with respect to each portfolio manager&#8217;s compensation based on
the performance of the Funds and other accounts managed by each portfolio manager relative to the various benchmarks.&nbsp; Performance
of fixed income funds is measured on a pre-tax and/or after-tax basis over various time periods including 1-, 3- and 5- year periods,
as applicable. With respect to these portfolio managers, such benchmarks for the Fund and other accounts are: a combination of
market-based indices (e.g., S&amp;P Leveraged All Loan Index), certain customized indices and certain fund industry peer groups.</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in"><B>Distribution of Discretionary Incentive
Compensation. </B>Discretionary incentive compensation is distributed to portfolio managers in a combination of cash and BlackRock,
Inc. restricted stock units which vest ratably over a number of years. For some portfolio managers, discretionary incentive compensation
is also distributed in deferred cash awards that notionally track the returns of select BlackRock investment products they manage
and that vest ratably over a number of years. The BlackRock, Inc. restricted stock units, upon vesting, will be settled in BlackRock,
Inc. common stock. Typically, the cash portion of the discretionary incentive compensation, when combined with base salary, represents
more than 60% of total compensation for the portfolio managers. Paying a portion of discretionary incentive compensation in BlackRock,
Inc. stock puts compensation earned by a portfolio manager for a given year &#8220;at risk&#8221; based on BlackRock&#8217;s ability
to sustain and improve its performance over future periods. Providing a portion of discretionary incentive compensation in deferred
cash awards that notionally track the BlackRock investment products they manage provides direct alignment with investment product
results.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in"><I>Long-Term Incentive Plan Awards
&#8212; </I>From time to time long-term incentive equity awards are granted to certain key employees to aid in retention, align
their interests with long-term shareholder interests and motivate performance. &nbsp;Equity awards are generally granted in the
form of BlackRock, Inc. restricted stock units that, once vested, settle in BlackRock, Inc. common stock. Messrs. Hart and Marshall
have unvested long-term incentive awards.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 44pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 44pt"><I>Deferred Compensation Program &#8212;
</I>A portion of the compensation paid to eligible United States-based BlackRock employees may be voluntarily deferred at their
election for defined periods of time into an account that tracks the performance of certain of the firm&#8217;s investment products.
Any portfolio manager who is either a managing director or director at BlackRock with compensation above a specified threshold
is eligible to participate in the deferred compensation program.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in"><B>Other Compensation Benefits. </B>In
addition to base salary and discretionary incentive compensation, portfolio managers may be eligible to receive or participate
in one or more of the following:</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 44pt"><I>Incentive Savings Plans &#8212;</I>
BlackRock,&nbsp;Inc. has created a variety of incentive savings plans in which BlackRock, Inc. employees are eligible to participate,
including a 401(k)&nbsp;plan, the BlackRock Retirement Savings Plan (RSP), and the BlackRock Employee Stock Purchase Plan (ESPP).
The employer contribution components of the RSP include a company match equal to 50% of the first 8% of eligible pay contributed
to the plan capped at $5,000 per year, and a company retirement contribution equal to 3-5% of eligible compensation up to the Internal
Revenue Service limit ($260,000 for 2014).&nbsp; The RSP offers a range of investment options, including registered investment
companies and collective investment funds managed by the firm. BlackRock, Inc. contributions follow the investment direction set
by participants for their own contributions or, absent participant investment direction, are invested into a target date fund that
corresponds to, or is closest to, the year in which the participant attains age 65.&nbsp; The ESPP allows for investment in BlackRock,
Inc. common stock at a 5% discount on the fair market value of the stock on the purchase date.&nbsp; Annual participation in the
ESPP is limited to the purchase of 1,000 shares of common stock or a dollar value of $25,000 based on its fair market value on
the purchase date.&nbsp; All of the eligible portfolio managers are eligible to participate in these plans.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 40.5pt"></TD><TD STYLE="width: 30pt">(a)(4)</TD><TD><I>Beneficial Ownership of Securities</I> &#8211; As of August 31, 2014.</TD></TR></TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 8pt Times New Roman, Times, Serif; width: 60%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 43%; border: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt"><B>Portfolio Manager</B></TD>
    <TD STYLE="width: 57%; border-top: Black 1pt solid; border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt"><B>Dollar Range of Equity Securities of the Fund Beneficially Owned</B></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt">Leland Hart</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt">$100,001-$500,000</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; border-left: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt">C. Adrian Marshall</TD>
    <TD STYLE="border-right: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 2.55pt; font-size: 10pt">$10,001-$50,000</TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 40.5pt"></TD><TD STYLE="width: 1.5pt"></TD><TD>(b) Not Applicable</TD></TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 9 &#8211; &#9;&nbsp;Purchases of
Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers &#8211; Not Applicable due to no such purchases
during the period covered by this report.</P>


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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt">(a) &#8211; The registrant&#8217;s principal executive
and principal financial officers, or persons performing similar functions, have concluded that the registrant&#8217;s disclosure
controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &#8220;1940 Act&#8221;))
are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures
required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt">(b) &#8211; There were no changes in the registrant&#8217;s
internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the second fiscal
quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the
registrant&#8217;s internal control over financial reporting.</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 42pt"></TD><TD>(a)(1) &#8211; Code of Ethics &#8211; See Item 2</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 11pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 42pt"></TD><TD>(a)(2) &#8211; Certifications &#8211; Attached hereto</TD></TR></TABLE>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 6pt; text-indent: 0.5in">(b) &#8211; Certifications &#8211;
Attached hereto</P>

<P STYLE="font: 3pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.5in">&nbsp;</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41pt">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 41pt">&nbsp;</TD>
    <TD STYLE="width: 24pt">By:</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif"><U>/s/ John M. Perlowski</U></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">John M. Perlowski</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">Chief Executive Officer (principal executive officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
</TABLE>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41pt">Date: November 3, 2014</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41pt">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the
registrant and in the capacities and on the dates indicated.</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 41pt">&nbsp;</TD>
    <TD STYLE="width: 24pt">By:</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif"><U>/s/ John M. Perlowski</U></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">John M. Perlowski</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">Chief Executive Officer (principal executive officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</TD></TR>
</TABLE>


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41pt">Date: November 3, 2014</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 41pt">&nbsp;</TD>
    <TD STYLE="width: 24pt">By:</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif"><U>/s/ Neal J. Andrews</U></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">Neal J. Andrews</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">Chief Financial Officer (principal financial officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 11pt Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</TD></TR>
</TABLE>


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41pt">Date: November 3, 2014</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e61143ex99cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have
reviewed this report on Form N-CSR of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based
on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary
to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect
to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based
on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material
respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are
required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The
registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures
(as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined
in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision,
to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by
others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed
under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of
financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second
fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect,
the registrant's internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The
registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's
board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which
are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: November 3, 2014</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ John M. Perlowski</U></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>John M. Perlowski</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Floating Rate Income Strategies Fund, Inc.</P>


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT> I have reviewed this report on Form N-CSR of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based
on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary
to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect
to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based
on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material
respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are
required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 0; text-indent: 0">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The
registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures
(as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined
in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially
affect, the registrant's internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: November 3, 2014</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ Neal J. Andrews</U></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>Neal J. Andrews</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Financial Officer (principal financial
officer) of<BR>
BlackRock Floating Rate Income Strategies Fund, Inc.</P>


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<DOCUMENT>
<TYPE>EX-99.906 CERT
<SEQUENCE>3
<FILENAME>e61143ex99_906cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Exhibit 99.906CERT</P>

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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: justify">Pursuant to 18 U.S.C. &sect; 1350, the
undersigned officer of BlackRock Floating Rate Income Strategies Fund, Inc. (the &#8220;Registrant&#8221;), hereby certifies, to
the best of his knowledge, that the Registrant&#8217;s Report on Form N-CSR for the period ended August 31, 2014 (the &#8220;Report&#8221;)
fully complies with the requirements of Section 13(a) of the Securities Exchange Act of 1934, as amended, and that the information
contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Date: November 3, 2014</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ John M. Perlowski</U></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: justify">Pursuant to 18 U.S.C. &sect; 1350, the
undersigned officer of BlackRock Floating Rate Income Strategies Fund, Inc. (the &#8220;Registrant&#8221;), hereby certifies, to
the best of his knowledge, that the Registrant&#8217;s Report on Form N-CSR for the period ended August 31, 2014 (the &#8220;Report&#8221;)
fully complies with the requirements of Section 13(a) of the Securities Exchange Act of 1934, as amended, and that the information
contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Date: November 3, 2014</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ Neal J. Andrews</U></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

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

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

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

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

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

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

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<DOCUMENT>
<TYPE>EX-99.9.PROXY.POL
<SEQUENCE>4
<FILENAME>e61143ex99_9proxypol.htm
<DESCRIPTION>PROXY VOTING POLICY
<TEXT>
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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">EX-99.9 PROXY
POL</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 30pt">
<tr style="vertical-align: top">
    <TD STYLE="width: 50%; padding: 0; font: 11pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: top">&nbsp;</td>
    <TD STYLE="width: 50%; padding-right: 0; padding-left: 0">
        <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">Proxy Voting Policy<br>
        <font style="font-size: 10pt">July 1, 2011</font><br>
        <font style="font-size: 10pt">revised May 9, 2012</font></P>
        <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">&nbsp;</P>
        <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">&nbsp;</P></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 11pt Arial, Helvetica, Sans-Serif; padding-right: 0; padding-left: 0"><br>
<br>
<img src="image_003.gif" alt="" style="height: 33px; width: 199px"><br>
<font style="font-size: 14pt">U.S. Registered Funds</font></td>
    <TD STYLE="font: 10pt Arial, Helvetica, Sans-Serif; padding-right: 0; padding-left: 0; text-align: right">&nbsp;</td></tr>
</table>


<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="RIGHT" STYLE="width: 50%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td colspan="2" style="font: 11pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-bottom: 6pt; padding-left: 5.4pt">&nbsp;</td></tr>
<tr style="vertical-align: top">
    <td colspan="2" style="padding-right: 5.4pt; padding-left: 5.4pt"><P STYLE="color: white; font: 14pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"><FONT STYLE="color: Black">Proxy Voting
        Policy</FONT></P>
        <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; color: white"><FONT STYLE="color: Black"><I>Procedures
        Governing Delegation of Proxy Voting to Fund Adviser</I></FONT></P>
        <P STYLE="color: white; font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"><FONT STYLE="color: Black">July 1, 2011<br>
        revised May 9, 2012</FONT></P>
        <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; color: white"><FONT STYLE="color: Black">&nbsp;</FONT></P></td></tr>
</table><BR STYLE="clear: both">
<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">&nbsp;</P>


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    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<table cellspacing="0" cellpadding="0" style="width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 50%; padding-right: 5.4pt; padding-left: 0; font: 10.5pt Arial, Helvetica, Sans-Serif"><img src="image_001.gif" alt="" style="height: 24px; width: 150px"><br>
<font style="font-size: 10.5pt">U.S. Registered Funds</font></td>
    <TD STYLE="width: 50%; padding-right: 5.4pt; font: 10.5pt Arial, Helvetica, Sans-Serif; text-align: left"><br>
<br>
<br>
</td></tr>
</table>
<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">&nbsp;</P>

<P STYLE="color: #7C1E3F; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">I.&#9;INTRODUCTION</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">The Trustees/Directors (&ldquo;Directors&rdquo;) of the BlackRock-Advised
Funds other than the iShares Funds<SUP>1</SUP> (the &ldquo;Funds&rdquo;) have the responsibility for voting proxies relating to
portfolio securities of the Funds, and have determined that it is in the best interests of the Funds and their shareholders to
delegate that responsibility to BlackRock Advisors, LLC and its affiliated U.S. registered investment advisers (&ldquo;BlackRock&rdquo;),
the investment adviser to the Funds, as part of BlackRock&rsquo;s authority to manage, acquire and dispose of account assets.
The Directors hereby direct BlackRock to vote such proxies in accordance with this Policy, and any proxy voting guidelines that
the Adviser determines are appropriate and in the best interests of the Funds&rsquo; shareholders and which are consistent with
the principles outlined in this Policy. Individual series of the Funds may be specifically excluded from this Policy by the Directors
by virtue of the adoption of alternative proxy voting policy for such series. The Directors have authorized BlackRock to utilize
unaffiliated third-parties as its agents to vote portfolio proxies in accordance with this Policy and to maintain records of such
portfolio proxy voting.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">Rule 206(4)-6 under the Investment Advisers Act of 1940 requires,
among other things, that an investment adviser that exercises voting authority over clients&rsquo; proxy voting adopt policies
and procedures reasonably designed to ensure that the adviser votes proxies in the best interests of clients, discloses to its
clients information about those policies and procedures and also discloses to clients how they may obtain information on how the
adviser has voted their proxies.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">BlackRock has adopted guidelines and procedures that are consistent
with the principles of this Policy. BlackRock&rsquo;s corporate governance committee structure (the &ldquo;Committee&rdquo;), oversees
the proxy voting function on behalf of BlackRock and its clients, including the Funds. The Committee is comprised of senior members
of BlackRock&rsquo;s Portfolio Management and Administration Groups and is advised by BlackRock&rsquo;s Legal and Compliance Department.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">BlackRock votes (or refrains from voting) proxies for each
Fund in a manner that BlackRock, in the exercise of its independent business judgment, concludes is in the best economic interests
of such Fund. In some cases, BlackRock may determine that it is in the best economic interests of a Fund to refrain from exercising
the Fund&rsquo;s proxy voting rights (such as, for example, proxies on certain non-U.S. securities that might impose costly or
time-consuming in-person voting requirements). With regard to the relationship between securities lending and proxy voting, BlackRock&rsquo;s
approach is also driven by our clients&rsquo; economic interests. The evaluation of the economic desirability of recalling loans
involves balancing the revenue producing value of loans against the likely economic value of casting votes. Based on our evaluation
of this relationship, BlackRock believes that the likely economic value of casting a vote generally is less than the securities
lending income, either because the votes will not have significant economic consequences or because the outcome of the vote would
not be affected by BlackRock recalling loaned securities in order to ensure they are voted. Periodically, BlackRock analyzes the
process and benefits of voting proxies for securities on loan, and will consider whether any modification of its proxy voting policies
or procedures are necessary in light of any regulatory changes.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0">BlackRock will normally vote on specific proxy issues in accordance
with BlackRock&rsquo;s proxy voting guidelines. BlackRock&rsquo;s proxy voting guidelines provide detailed guidance as to how to
vote proxies on certain important or commonly raised issues. BlackRock may, in the exercise of its business judgment, conclude
that the proxy voting guidelines do not cover the specific matter</P>
<HR ALIGN="LEFT" SIZE="1" STYLE="width: 33%; color: Black">

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: left"><FONT STYLE="font: 11pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT>
The US iShares Funds have adopted a separate Proxy Voting Policy.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: left">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="width: 100%; font: 11pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 75%; border-top: Black 1pt solid; padding-top: 3pt"><font style="font-size: 10pt"><b>Proxy Voting Policy</b></font><br>
<font style="font-size: 10pt">July 1, 2011</font><br>
<font style="font-size: 10pt">revised May 9, 2012</font></td>
    <td style="width: 25%; border-top: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">Page <font style="font-family: Arial, Helvetica, Sans-Serif">1
        of 3</font></P></td></tr>
</table>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

    <table cellspacing="0" cellpadding="0" style="width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 50%; padding-right: 5.4pt; padding-left: 0; font: 10.5pt Arial, Helvetica, Sans-Serif"><img src="image_001.gif" alt="" style="height: 24px; width: 150px"><br>
<font style="font-size: 10.5pt">U.S. Registered Funds</font></td>
    <TD STYLE="width: 50%; padding-right: 5.4pt; font: 10.5pt Arial, Helvetica, Sans-Serif; text-align: left"><br>
<br>
<br>
</td></tr>
</table>
<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">&nbsp;</P>

    <P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0">upon which a proxy vote is requested, or that an exception to
the proxy voting guidelines would be in the best economic interests of a Fund. BlackRock votes (or refrains from voting) proxies
without regard to the relationship of the issuer of the proxy (or any shareholder of such issuer) to the Fund, the Fund&rsquo;s
affiliates (if any), BlackRock or BlackRock&rsquo;s affiliates. When voting proxies, BlackRock attempts to encourage companies
to follow practices that enhance shareholder value and increase transparency and allow the market to place a proper value on their
assets.</P>

<P STYLE="color: #7C1E3F; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">II.&#9;PROXY VOTING POLICIES</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">A.&#9;Boards of Directors</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">The Funds generally support the board&rsquo;s nominees in the
election of directors and generally support proposals that strengthen the independence of boards of directors. As a general matter,
the Funds believe that a company&rsquo;s board of directors (rather than shareholders) is most likely to have access to important,
nonpublic information regarding a company&rsquo;s business and prospects, and is therefore best-positioned to set corporate policy
and oversee management. The Funds therefore believe that the foundation of good corporate governance is the election of responsible,
qualified, independent corporate directors who are likely to diligently represent the interests of shareholders and oversee management
of the corporation in a manner that will seek to maximize shareholder value over time. In individual cases, consideration may be
given to a director nominee&rsquo;s history of representing shareholder interests as a director of the company issuing the proxy
or other companies, or other factors to the extent deemed relevant by the Committee.</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">B.&#9;Auditors</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">These proposals concern those issues submitted to shareholders
related to the selection of auditors. As a general matter, the Funds believe that corporate auditors have a responsibility to represent
the interests of shareholders and provide an independent view on the propriety of financial reporting decisions of corporate management.
While the Funds anticipate that BlackRock will generally defer to a corporation&rsquo;s choice of auditor, in individual cases,
consideration may be given to an auditors&rsquo; history of representing shareholder interests as auditor of the company issuing
the proxy or other companies, to the extent deemed relevant.</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">C.&#9;Compensation and Benefits</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">These proposals concern those issues submitted to shareholders
related to management compensation and employee benefits. As a general matter, the Funds favor disclosure of a company&rsquo;s
compensation and benefit policies and oppose excessive compensation, but believe that compensation matters are normally best determined
by a corporation&rsquo;s board of directors, rather than shareholders. Proposals to &ldquo;micro-manage&rdquo; a company&rsquo;s
compensation practices or to set arbitrary restrictions on compensation or benefits should therefore generally not be supported.</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">D.&#9;Capital Structure</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">These proposals relate to various requests, principally from
management, for approval of amendments that would alter the capital structure of a company, such as an increase in authorized shares.
As a general matter, the Funds expect that BlackRock will support requests</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="width: 100%; font: 11pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 75%; border-top: Black 1pt solid; padding-top: 3pt"><font style="font-size: 10pt"><b>Proxy Voting Policy</b></font><br>
<font style="font-size: 10pt">July 1, 2011</font><br>
<font style="font-size: 10pt">revised May 9, 2012</font></td>
    <td style="width: 25%; border-top: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">Page 2<font style="font-family: Arial, Helvetica, Sans-Serif">
        of 3</font></P></td></tr>
</table>

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    <DIV STYLE="margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<table cellspacing="0" cellpadding="0" style="width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 50%; padding-right: 5.4pt; padding-left: 0; font: 10.5pt Arial, Helvetica, Sans-Serif"><img src="image_001.gif" alt="" style="height: 24px; width: 150px"><br>
<font style="font-size: 10.5pt">U.S. Registered Funds</font></td>
    <TD STYLE="width: 50%; padding-right: 5.4pt; font: 10.5pt Arial, Helvetica, Sans-Serif; text-align: left"><br>
<br>
<br>
</td></tr>
</table>
<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt; text-align: right">&nbsp;</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"> that it believes enhance the rights of common shareholders
and oppose requests that appear to be unreasonably dilutive.</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">E.&#9;Corporate Charter and By-Laws</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">These proposals relate to various requests for approval of
amendments to a corporation&rsquo;s charter or by-laws. As a general matter, the Funds generally vote against anti-takeover proposals
and proposals that would create additional barriers or costs to corporate transactions that are likely to deliver a premium to
shareholders.</P>

<P STYLE="font: bold 13pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">F.&#9;Environmental and Social Issues</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">These are shareholder proposals addressing either corporate
social and environmental policies or requesting specific reporting on these issues. The Funds generally do not support proposals
on social issues that lack a demonstrable economic benefit to the issuer and the Fund investing in such issuer. BlackRock seeks
to make proxy voting decisions in the manner most likely to protect and promote the long-term economic value of the securities
held in client accounts. We intend to support economically advantageous corporate practices while leaving direct oversight of company
management and strategy to boards of directors. We seek to avoid micromanagement of companies, as we believe that a company&rsquo;s
board of directors is best positioned to represent shareholders and oversee management on shareholders behalf. Issues of corporate
social and environmental responsibility are evaluated on a case-by-case basis within this framework.</P>

<P STYLE="color: #7C1E3F; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">III.&#9;CONFLICTS MANAGEMENT</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">BlackRock maintains policies and procedures that are designed
to prevent any relationship between the issuer of the proxy (or any shareholder of the issuer) and a Fund, a Fund&rsquo;s affiliates
(if any), BlackRock or BlackRock&rsquo;s affiliates, from having undue influence on BlackRock&rsquo;s proxy voting activity. In
certain instances, BlackRock may determine to engage an independent fiduciary to vote proxies as a further safeguard against potential
conflicts of interest or as otherwise required by applicable law. The independent fiduciary may either vote such proxies or provide
BlackRock with instructions as to how to vote such proxies. In the latter case, BlackRock votes the proxy in accordance with the
independent fiduciary&rsquo;s determination.</P>

<P STYLE="color: #7C1E3F; font: bold 14pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 3pt">IV.&#9;REPORTS TO THE BOARD</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">BlackRock will report to the Directors on proxy votes it has
made on behalf of the Funds at least annually.</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt"><A NAME="EndCopyright"></A>&copy;2012 BlackRock</P>

<P STYLE="font: 11pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">&nbsp;</P>
<table cellspacing="0" cellpadding="0" style="width: 100%; font: 11pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 75%; border-top: Black 1pt solid; padding-top: 3pt"><font style="font-size: 10pt"><b>Proxy Voting Policy</b></font><br>
<font style="font-size: 10pt">July 1, 2011</font><br>
<font style="font-size: 10pt">revised May 9, 2012</font></td>
    <td style="width: 25%; border-top: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 3pt 0 0; text-align: right">Page 3 <font style="font-family: Arial, Helvetica, Sans-Serif">
        of 3</font></P></td></tr>
</table>

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